How to create sparse matrix with blkdiag ?

Question

Arc Lok 2015-12-20

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编辑： Walter Roberson 2015-12-20

Hello guys,

I have a matrix "param" of size (N,3,3) with N being relatively large. I want to create a sparse 3*N*N square matrix whose diagonals are param(1,:,:) which are 3x3 matrix. Here is what I do:

paramC=num2cell(param,[2 3]);
DiagMatrix=blkdiag(paramC{:});

But, when I try to do that I have a memory problem when calling blkdiag, arguing that the matrix is too large (3*N*N square matrix). But the matrix should be really sparse as it is a tridiagonal matrix.

I have tried multiple way to make matlab understand that this is a sparse matrix include:

paramC=num2cell(sparse(param),[2 3]);
DiagMatrix=blkdiag(paramC{:});
paramC=num2cell(param,[2 3]);
DiagMatrix=blkdiag(sparse(paramC{:}));

but everytime I get the error:

Undefined function 'sparse' for input arguments of type 'double' and attributes 'full 3d real'.

Do you have a way to fix this issue ?

Thanks a lot !

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Answer 1

John D'Errico 2015-12-20

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编辑：John D'Errico 2015-12-20

在 MATLAB Online 中打开

A sparse tridiagonal matrix, built directly from the diagonal elements is one of the things that my blktridiag can build. It is on the file exchange.

It is a bit unclear if your goal is to build a block diagonal matrix or a tridiagonal matrix, or exactly what. For example, you can use spdiags to build a sparse tridiagonal matrix. And you CAN use blkdiag to build a sparse block diagonal matrix. You need to force each block to be itself sparse.

C = {sparse(rand(3)),sparse(rand(3)),sparse(rand(3))};
A = blkdiag(C{:});
whos A
Name      Size            Bytes  Class     Attributes
A         9x9               512  double    sparse    
spy(A)