
R Under development (unstable) (2014-08-14 r66373) -- "Unsuffered Consequences"
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> library(bdsmatrix)

Attaching package: 'bdsmatrix'

The following object is masked from 'package:base':

    backsolve

> aeq <- function(x,y) all.equal(as.vector(x), as.vector(y))
> 
> #
> # Test multiplication of a vector/matrix times a gchol
> #
> tmat <- bdsmatrix(c(3,2,2,4), 
+               c(22,1,2,21,3,20,19,4,18,17,5,16,15,6,7, 8,14,9,10,13,11,12),
+               matrix(c(1,0,1,1,0,0,1,1,0,1,0,10,0,
+                        0,1,1,0,1,1,0,1,1,0,1,0,10), ncol=2))
> dimnames(tmat) <- list(NULL, letters[1:13])
> 
> gmat <- gchol(tmat)
> g2 <- as.matrix(gmat) %*% diag(sqrt(diag(gmat)))
> 
> 
> aeq(1:13 %*% g2, 1:13 %*% gmat)  #vectors first
[1] TRUE
> aeq(g2 %*% 1:13, gmat %*% 1:13)
[1] TRUE
> 
> temp <- matrix(runif(39), nrow=3)
> aeq(temp %*% g2, temp %*% gmat)
[1] TRUE
> aeq(g2 %*% t(temp), gmat %*% t(temp))
[1] TRUE
> 
> proc.time()
   user  system elapsed 
  0.584   0.024   0.666 
