On 3 Nov 2005, at 17:25, Robin Hankin wrote:
> Hi Alvarez
>
>
> If you define
>
> quad.form.inv <- function (M, x)
> {
> drop(crossprod(x, solve(M, x)))
> }
>
> then you will avoid an expensive call to %*% as well.
>
Is %*% really expensive in all platforms? I had a function that used QR
decomposition instead of quadratic forms, but then I got a message from
Canada suggesting that %*% would be faster. Indeed, it was in
not-too-large data sets and in Mac (or powerpc). I run some tests with
real applications, and found that my 800MHz iBook G4 run like a 2.5GHz
Intel machine when %*% was used. This really was architecture
dependent, since the performance boost was similar under OS X and Linux
in the very same PowerPC. So it seems that %*% is very cheap if you
have PowerPC, but it may be expensive in Intel. (I also run a test in
Sun, and it was somewhere between Intel and PowerPC.)
cheers, jari oksanen
--
Jari Oksanen, Oulu, Finland
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