Hi! Thank you for your help.Now I have some troubles in the matrix. For a matrix(p*n),I want to extract each column of the matrix as a column vector named as mi(i=1…n）, then calculate mi times transpose(mi), then we will get n matrices.After that ,I want to calculate the sum of n matrices.

Thank you for you help .

I am a novice with Stan so there may be far better ways to do this. If I understood you correctly, the R code below makes the calculation directly in R and then in Stan. I did the calculation in R so I could compare the results with what the Stan code produced. I included as comments in the Stan code the declaration and population of an array to hold each of the p x p matrices, if those are of interest.

```
library(rstan)
MAT <- matrix(1:20, nrow = 4)
print(MAT)
# [,1] [,2] [,3] [,4] [,5]
# [1,] 1 5 9 13 17
# [2,] 2 6 10 14 18
# [3,] 3 7 11 15 19
# [4,] 4 8 12 16 20
#R code to do the same calcualtion
Tot <- matrix(rep(0, 16), nrow = 4)
for (i in 1:5){
Tot <- Tot + (MAT[, i] %*% t(MAT[, i]))
}
print(Tot)
# [,1] [,2] [,3] [,4]
# [1,] 565 610 655 700
# [2,] 610 660 710 760
# [3,] 655 710 765 820
# [4,] 700 760 820 880
MODEL <- "
data {
int p; //number of rows
int n; //number of columns
matrix[p,n] M;
}
transformed data {
// matrix[p,p] Mats[n];
matrix[p,p] Total;
vector[p] tmp;
Total = rep_matrix(0, p, p);
for ( i in 1:n) {
for (j in 1:p) {
tmp[j] = M[j,i];
}
//Mats[i] = tmp * tmp';
Total += tmp * tmp';
}
print(Total);
}
model {
}
"
dataList <- list(p = nrow(MAT), n = ncol(MAT), M = MAT)
FIT <- stan(model_code = MODEL, data = dataList, iter = 1, chains = 1,
warmup = 0, algorithm = "Fixed_param")
# [[565,610,655,700],[610,660,710,760],[655,710,765,820],[700,760,820,880]]
```

3 Likes

Here is slightly improved Stan code using the col() function

```
MODEL <- "
data {
int p; //number of rows
int n; //number of columns
matrix[p,n] M;
}
transformed data {
// matrix[p,p] Mats[n];
matrix[p,p] Total;
vector[p] tmp;
Total = rep_matrix(0, p, p);
for ( i in 1:n) {
tmp = col(M,i);
//Mats[i] = tmp * tmp';
Total += tmp * tmp';
}
print(Total);
}
"
```

2 Likes

Thank you very much ! It’s very useful for my working.