Dear R developers, Recently I have a simulation program that needs to solve a large number of linear regression A x = b, where A is symmetric and constantly chnages. I found that the solve function is considerably less efficient than
solve_symmetric = function(A, B) { chol2inv(chol(A)) %*% B; } So I would request that the solve function be enhanced with an symmetric option, which defaults to FALSE, the current solve. But when symmetric=TRUE, a more efficient algorithm for symmetric matrix is used. Thanks. Jason Jason Liao, http://www.geocities.com/jg_liao Dept. of Biostatistics, http://www2.umdnj.edu/bmtrxweb University of Medicine and Dentistry of New Jersey 683 Hoes Lane West, Piscataway‚ NJ 08854 phone 732-235-5429, School of Public Health office phone 732-235-9824, Cancer Institute of New Jersey office ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel