R: Conversion between Lower Triangular Matrix and Vector

This post shows how to convert a lower triangular matrix into a vector or vice versa using R code.

R code

The following R code efficiently converts between a lower triangular matrix and a vector, supporting both row-wise and column-wise operations for diverse purposes.

#-----------------------------------------------
# 1) Extract the lower triangular part (LTP)
#    of matrix as a vector
#-----------------------------------------------
mat <- matrix(1:9, nrow = 3)
 
# column-wise
v_cw <- mat[lower.tri(mat, diag = TRUE)] 
# row-wise
v_rw <- c(t(mat))[c(t(lower.tri(mat, diag = TRUE)))] 
 
cat("Input matrix:\n"); print(mat)
 
# vector containing the LTP
print(v_cw)
print(v_rw)
 
#-----------------------------------------------
# 2) Insert a vector into 
#    the lower triangular part of matrix
#-----------------------------------------------
A <- B <- matrix(0,3,3)
 
# column-wise
A[lower.tri(A, diag = TRUE)] <- v_cw
# row-wise
B[t(lower.tri(B, diag = TRUE))] <- v_rw; B <- t(B)
 
# reconstructed lower triangular matrix 
print(A) 
print(B) 

Output for the above code is as follows.

Input matrix:
     [,1] [,2] [,3]
[1,]    1    4    7
[2,]    2    5    8
[3,]    3    6    9
> 
> # vector containing the LTP
> print(v_cw)
[1] 1 2 3 5 6 9
> print(v_rw)
[1] 1 2 5 3 6 9
> 
> 
> # reconstructed lower triangular matrix 
> print(A) 
     [,1] [,2] [,3]
[1,]    1    0    0
[2,]    2    5    0
[3,]    3    6    9
> print(B) 
     [,1] [,2] [,3]
[1,]    1    0    0
[2,]    2    5    0
[3,]    3    6    9

Originally posted on SHLee AI Financial Model blog.