On Sun, 12 Nov 2006, YONGWAN CHUN wrote: > I wonder by chance if there is a way to reduce computing time for matrix > addition or subtraction. With a lot of iterations, it would be helpful > to reduce a little amount time.
Yes, by making use of an optimized BLAS: see the R-admin manual. On my (dual CPU) system this reduced your example from 36 to 6 seconds. BTW, it is the calculation of PP that is taking the most of time, not as in your subject line. > Simple example is as below > > n <- 2000 > P <- matrix(rnorm(n*n),n,n) > PP <- P %*% P > M <- diag(n) - P > R <- M + t(M) - diag(n) + PP > > I would like to reduce time in calculating R. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
