On 6/8/05, Jason Liao <[EMAIL PROTECTED]> wrote: > 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 >
Try the dsyMatrix or dpoMatrix class in the Matrix package. ______________________________________________ R-devel@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-devel