[R] fast matrix-vector multiplication
Hi all, Is there a way to do a matrix multiplication in a faster way? I am making a product of a matrix (composed of a lot of dummy variables) and a vector, and is there any way to make it faster? The simple X %*% y takes too long a time. I know using sparse matrix would help, but don't know how to do it i R. Thank you. _ [[elided Hotmail spam]] [[alternative HTML version deleted]] __ 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.
Re: [R] fast matrix-vector multiplication
Check out crossprod and the Matrix package (capitalized); there's also a discussion of their speed gains in the R newsletter that should turn up with a search and in the vignette as well. -Gray On Monday, December 14, 2009, parkbomee bbom...@hotmail.com wrote: Hi all, Is there a way to do a matrix multiplication in a faster way? I am making a product of a matrix (composed of a lot of dummy variables) and a vector, and is there any way to make it faster? The simple X %*% y takes too long a time. I know using sparse matrix would help, but don't know how to do it i R. Thank you. _ [[elided Hotmail spam]] [[alternative HTML version deleted]] __ r-h...@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. -- Gray Calhoun Assistant Professor of Economics Iowa State University __ 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.
Re: [R] fast matrix-vector multiplication
GC == Gray Calhoun gray.calh...@gmail.com on Mon, 14 Dec 2009 19:26:44 -0600 writes: GC Check out crossprod and the Matrix package (capitalized); there's also GC a discussion of their speed gains in the R newsletter that should turn GC up with a search and in the vignette as well. Yes, use the 'Matrix' package. For the problem you mention, X being a design matrix of regression problem, you may be interested in the sparse.model.matrix() function which constructs such a sparse X from a formula and a data frame. With library(Matrix) example(sparse.model.matrix) you get a few (small sample) examples. Martin Maechler, ETH Zurich GC -Gray GC On Monday, December 14, 2009, parkbomee bbom...@hotmail.com wrote: Hi all, Is there a way to do a matrix multiplication in a faster way? I am making a product of a matrix (composed of a lot of dummy variables) and a vector, and is there any way to make it faster? The simple X %*% y takes too long a time. I know using sparse matrix would help, but don't know how to do it i R. Thank you. __ 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.
