[Rd] feature request: enhance solve function with a symmetric option for faster operation for symmetric matrix

2005-06-08 Thread Jason Liao 
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

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Re: [Rd] feature request: enhance solve function with a symmetric option for faster operation for symmetric matrix

2005-06-08 Thread Douglas Bates 
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
 
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 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.

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