I am trying to create a block circulant matrix in R. The structure of a block circulant matrix is given below.
C0 C1 ... Cn-1
Cn-1 C0 C1 ... Cn-2
Cn-2 Cn-1 .... Cn-3
and so on
I have the blocks
C0 .... Cn-1
What is the easiest way to create the matrix. Is there a function already available?
Thanks for a challenging question! Here is a solution summing kronecker products of your matrices with sub- and super-diagonals.
Sample data, a list of matrices:
C <- lapply(1:3, matrix, nrow = 2, ncol = 2)
My solution:
bcm <- function(C) {
require(Matrix)
n <- length(C)
Reduce(`+`, lapply((-n+1):(n-1),
function(i) kronecker(as.matrix(bandSparse(n, n, -i)),
C[[1 + (i %% n)]])))
}
bcm(C)
# [,1] [,2] [,3] [,4] [,5] [,6]
# [1,] 1 1 3 3 2 2
# [2,] 1 1 3 3 2 2
# [3,] 2 2 1 1 3 3
# [4,] 2 2 1 1 3 3
# [5,] 3 3 2 2 1 1
# [6,] 3 3 2 2 1 1
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