Elementwise Binary Operators in the McMasterPandemic Engine

The Problem

In the C++ engine every variable is a matrix. In this simple situation where every variable is a matrix, elementwise binary operations can be defined to have very convenient properties. The problem is that these properties are not standard in R, probably because it is not the case that all numeric variables are matrices. Differences between standard R mathematical functions and the McMasterPandemic C++ engine make it more difficult to test the engine. This document describes how to use R so that elementwise binary operators are comparable with those in the engine.

Consider the following three related matrices.

A = matrix(rnorm(6), 3, 2)  # 3 by 2 matrix
x = matrix(rnorm(3))        # 3 by 1 matrix
y = t(rnorm(2))             # 1 by 2 matrix

They relate together in that A and x have the same number of rows, and A and y have the same number of columns. Note that although they are dimensionally related, these three objects are of different shape in that x and y have only one column and row respectively, whereas A has more than one row and column.

Because of these relationships we might naturally want to multiply every column of A by the column vector x, but in R we get the following error.

try(A * x)
#> Error in A * x : non-conformable arrays

Here we define rigorously what convenient properties we expect of elementwise binary operators when all variables are matrices, and show how to convert elementwise binary operators in R into operators that have these properties.

Definition of an Elementwise Binary Operator in the C++ Engine

Consider a generic binary operator, \(\otimes\), that operates on two scalars to produce a third. We can overload this operator to take two matrices, \(x\) and \(y\), and return a third matrix, \(z\). \[ z = x \otimes y \] The elements of \(z\) are given by the following expression. \[ z_{i,j} = \cases{ \begin{array}{lll} x_{i,j} \otimes y_{i,j} & \text{if } n(x) = n(y) & \text{and } m(x) = m(y) & \text{Standard Hadamard product} \\ x_{i,j} \otimes y_{i,1} & \text{if } n(x) = n(y) & \text{and } m(y) = 1 & \text{Each matrix column times a column vector} \\ x_{i,j} \otimes y_{1,j} & \text{if } n(y) = 1 & \text{and } m(x) = m(y) & \text{Each matrix row times a row vector} \\ x_{i,1} \otimes y_{i,j} & \text{if } n(x) = n(y) & \text{and } m(x) = 1 & \text{Column vector times each matrix column} \\ x_{1,j} \otimes y_{i,j} & \text{if } n(x) = 1 & \text{and } m(x) = m(y) & \text{Row vector times each matrix row} \\ x_{1,1} \otimes y_{i,j} & \text{if } n(x) = m(x) = 1 & & \text{Scalar times a matrix, vector or scalar} \\ x_{i,j} \otimes y_{1,1} & \text{if } n(y) = m(y) = 1 & & \text{Matrix, vector or scalar times a scalar} \\ \end{array}} \] Where the functions \(n()\) and \(m()\) give the numbers of rows and columns respectively.

Forcing a Binary Operator in R to have these Properties

We consider two matrix-valued operands, x and y, and a standard binary operator, op (e.g. +), in R.

eq = dim(x) == dim(y)
if (all(eq)) return(op(x, y))

vec_x = any(dim(x) == 1L)
op1 = op
if (vec_x) op1 = function(x, y) op(y, x)

if (any(eq) & vec_x) return(sweep(y, which(eq), x, op1))
if (any(eq))         return(sweep(x, which(eq), y, op1))

times = BinaryOperator(`*`)
pow = BinaryOperator(`^`)

(A = matrix(1:6, 3, 2))
#>      [,1] [,2]
#> [1,]    1    4
#> [2,]    2    5
#> [3,]    3    6
(x = matrix(1:3, 3))
#>      [,1]
#> [1,]    1
#> [2,]    2
#> [3,]    3
(y = matrix(1:2, 1))
#>      [,1] [,2]
#> [1,]    1    2
times(A, x)
#>      [,1] [,2]
#> [1,]    1    4
#> [2,]    4   10
#> [3,]    9   18
pow(A, y)
#>      [,1] [,2]
#> [1,]    1   16
#> [2,]    2   25
#> [3,]    3   36

try(A * x)
#> Error in A * x : non-conformable arrays
try(A ^ y)
#> Error in A^y : non-conformable arrays

identical(times(A, x), times(x, A))
#> [1] TRUE
identical(pow(A, x), pow(x, A))
#> [1] FALSE