How do I convert a n*1 matrix to a n*n diagonal matrix

Question

I have a nx1 matrix I want to convert this to a nxn diagonal matrix in R

Answer 1

In your case, where the original vector contains identical elements, it suffices to multiply the n x n Identity matrix by 0.25 as the comments suggested.

But the general case of a vector with non-identical elements is more interesting:

Denote your n x 1 column vector by v = (v_1,...,v_n)'. Then, define the n x n matrix E_i as a matrix having 1 in its [i,i] element and zeros everywhere else. Also define the n x 1 column vector e_i as a vector having 1 in the [i] position (row) and zeros everywhere else.

Then the n x n matrix V = diag(v_1,...,v_n) can be obtained as

V = Σ(E_i v e_i')

where the sum is over i=1,...n

Answer 2

As @Ben Bolker has suggested, you can simply define your identity matrix using diag:

my.matrix <- diag(0.25, 4)
my.matrix
##      [,1] [,2] [,3] [,4]
## [1,] 0.25 0.00 0.00 0.00
## [2,] 0.00 0.25 0.00 0.00
## [3,] 0.00 0.00 0.25 0.00
## [4,] 0.00 0.00 0.00 0.25

Answer 3

If you just want to know how to do this in R, it's:

my.matrix       <- matrix(0, nrow=4, ncol=4)
diag(my.matrix) <- rep(0.25, 4)