not concerning your subject line, but function "crossprod" may be useful, too
Matthias ----- original message -------- Subject: Re: [R] Computing time for matrix addition or subtraction Sent: Mon, 13 Nov 2006 From: Prof Brian Ripley<[EMAIL PROTECTED]> > 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. > --- original message end ---- ______________________________________________ [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.
