Element-Wise Matrix Multiplication in Rcpp

Question

I am working on a code that requires an element-wise matrix multiplication. I am trying to implement this in Rcpp since the code requires some expensive loops. I am fairly n

Answer 1

If you want to fake it, you can follow what's done here and use Rcpp's sugar on regular vectors, and convert them to matrices as needed:

#include <Rcpp.h>
using namespace Rcpp;

// [[Rcpp::export]]
NumericVector multMat(NumericMatrix m1, NumericMatrix m2) {
  NumericVector multMatrix = m1 * m2;
  multMatrix.attr("dim") = Dimension(m1.nrow(), m1.ncol());
  return multMatrix;
}

/*** R
multMat( matrix(1:9, nrow=3), matrix(1:9, nrow=3) )
*/

But, as Dirk said, you're better off using RcppArmadillo for matrix operations.

Answer 2

You probably want to use RcppArmadillo (or RcppEigen) for actual math on matrices.

R> library(RcppArmadillo)
R> cppFunction("arma::mat schur(arma::mat& a, arma::mat& b) { 
+                   return(a % b); }", depends="RcppArmadillo")
R> schur(matrix(1:4,2,2), matrix(4:1,2,2))
     [,1] [,2]
[1,]    4    6
[2,]    6    4
R> 

Element-wise multiplication is also called Schur (or Hadamard) multiplication. In Armadillo, the % supports it; see the Armadillo docs for more.