I’ve used the pracma package in R for a while now. My main use, I’ll confess, is because it provides a convenient method for sampling orthonormal matrices. The first time I was faced with this task (16 years ago) I had to code up my own version of the Stewart algorithm in Java. The algorithm works by iteratively applying a series of Householder transformations – see for example the blog post by Rick Wicklin for a description and implementation of the algorithm. However, now that I predominantly use R and python the implementation of the Stewart algorithm in pracma is extremely handy and follows a similar form to the other random variate sampling functions in base R – see below,

library( pracma )
nDim <- 100 # set dimension of matrix
orthoMatrix <- rortho( nDim )

More recently I've been exploring the pracma package further, and I've been continually amazed how many useful little utility methods are available in the package – all the little methods for doing numerical scientific calculations that I was taught as an undergraduateĀ – methods that I have ended up coding from scratch multiple times. Ok, the package describes itself as 'practical numerical math routines' so I guess I shouldn't be surprised.

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