I'm seeking some advice on effectively using the new Matrix library in R1.9.0 for operations with large dense matrices. I'm working on integral operator models (implemented numerically via matrix operations) and except for the way entries are generated, the examples below really are representative of my problem sizes.
My main concern is speed of large dense matrix multiplication. In R 1.8.1 (Windows2000 Professional, dual AthlonMP 2800) > a=matrix(rnorm(2500*2500),2500,2500); v=rnorm(2500); > system.time(a%*%v); [1] 0.11 0.00 0.12 NA NA In R 1.9.0, same platform: > a=matrix(rnorm(2500*2500),2500,2500); v=rnorm(2500); > system.time(a%*%v); [1] 0.24 0.00 0.25 NA NA These differences are consistent. But using the Matrix library in 1.9.0, the discrepancy disappears > library(Matrix); > a=Matrix(rnorm(2500*2500),2500,2500); v=Matrix(rnorm(2500),2500,1); > system.time(a%*%v); [1] 0.11 0.00 0.11 NA NA The problem is > b=a/3 Error in a/3 : non-numeric argument to binary operator which seems to mean that I can't just rewrite code to use Matrix instead of matrix objects -- I would have to do lots and lots of conversions between Matrix and matrix. Am I missing a trick here somewhere, that would let me use only Matrix objects and do with them the things one can do with matrix objects? Or some other way to avoid the twofold speed hit in moving to 1.9? I've tried using the Rblas.dll for AthlonXP on CRAN, and it doesn't help. Thanks in advance, Steve Stephen P. Ellner ([EMAIL PROTECTED]) Department of Ecology and Evolutionary Biology Corson Hall, Cornell University, Ithaca NY 14853-2701 Phone (607) 254-4221 FAX (607) 255-8088 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
