Applying a function to sub-matrices within a larger matrix-CodePudding

So I have a 1256 by 5 matrix.

> head(retmatx12.30.3)
              AMT          HON            KO
[1,] -0.006673489 -0.001292867 -0.0033654493
[2,]  0.004447249  0.002848406  0.0082009877
[3,]  0.001789891  0.002754232 -0.0035886573
[4,] -0.003479321  0.002231823  0.0024011113
[5,] -0.006605786  0.015159190 -0.0002394852
[6,] -0.002375004 -0.008267790 -0.0100625938
              NEM         NVAX
[1,] -0.034023392 -0.023255737
[2,]  0.016436786  0.007936468
[3,]  0.009529404  0.031496102
[4,]  0.046052588  0.007633549
[5,] -0.031446425  0.037878788
[6,] -0.001694084  0.036496350

I want to apply a function I've made to rows 1-126, then 2-127, and so on. The function is a block of matrix algebra that uses a matrix and a few vectors. Is it wise to somehow break the larger matrix into 1,131 126 by 5 matrices, and apply the function over each (hopefully at once). Or, some sort of application of apply?

Any help is greatly appreciated. Thanks

CodePudding user response：

The actual numbers in the matrix are immaterial, so I'll use much smaller data to demonstrate one method, and a simple function to demonstrate the rolling calculation:

m <- matrix(1:24, nrow=8)
somefunc <- function(x) x %*% seq(ncol(x))
wid <- 4 # 126

somefunc(m[1:4,])
#      [,1]
# [1,]   70
# [2,]   76
# [3,]   82
# [4,]   88

somefunc(m[2:5,])
#      [,1]
# [1,]   76
# [2,]   82
# [3,]   88
# [4,]   94

The actual rolling work:

lapply(seq(nrow(m) - wid   1), function(i) somefunc(m[i - 1   seq(wid),]))
# [[1]]
#      [,1]
# [1,]   70
# [2,]   76
# [3,]   82
# [4,]   88
# [[2]]
#      [,1]
# [1,]   76
# [2,]   82
# [3,]   88
# [4,]   94
# [[3]]
#      [,1]
# [1,]   82
# [2,]   88
# [3,]   94
# [4,]  100
# [[4]]
#      [,1]
# [1,]   88
# [2,]   94
# [3,]  100
# [4,]  106
# [[5]]
#      [,1]
# [1,]   94
# [2,]  100
# [3,]  106
# [4,]  112

where the first element of the output is from rows 1-4, then 2-5, then 2-6, etc.