I have a read a lot about the benefits of vectorization in R. I have a program that takes "almost forever" to run. A good way to see if I have learned something ... My problem can be summarized like this : I have a nonlinear function of several variables that I want to optimize over one letting the other describe a family of curves. In short, I wan't to optimize f(x,a,b) for several values of a and b.
It is easily done with a loop. Here's an example : a = 1:5; b = 1:5; myfunction = function(x){y*x-(x+z)^2}; myresults = array(dim=c(length(a),length(b))); for(y in a){ for(z in b) { myresults[y,z] = optimize(myfunction,c(-10,10),maximum=TRUE)$maximum }}; myresults; [,1] [,2] [,3] [,4] [,5] [1,] -0.5 -1.5 -2.5 -3.5 -4.5 [2,] 0.0 -1.0 -2.0 -3.0 -4.0 [3,] 0.5 -0.5 -1.5 -2.5 -3.5 [4,] 1.0 0.0 -1.0 -2.0 -3.0 [5,] 1.5 0.5 -0.5 -1.5 -2.5 Of course, my real life problem is a bit more complicated and runs in days ... I didn't find a straightforward way to do this using the apply family. I did a small script that works. Here it is : c = 1:5; d = 1:5; myfunction2 = function(c,d){optimize(function(x){c*x-(x+d)^2},c(-10,10),maximum=TRUE)$maximum}; v.myfunction2 = Vectorize(myfunction2, c("c","d")); outer(c, d, v.myfunction2); all.equal(myresults,outer(c, d, v.myfunction2)); [1] TRUE I was quite happy with my trick of separating and wrapping the functions until I increased the size of the two input vectors and checked for the processing time. I made no gain. In that case : > time.elapsed; time.elapsed2; Time difference of 0.08000016 secs Time difference of 0.07999992 secs When I changed the size of the vectors and added a logarithm here and there to complicate a bit, it doesn't change the problem. The two methods perform identically. Am I missing something ? Is there a better way to vectorize the problem to gain time ? How is it that my loop performs as well as "outer" ? Thanks in advance for your help. All the best, Julien -- View this message in context: http://r.789695.n4.nabble.com/functions-of-vectors-loop-or-vectorization-tp4636494.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.