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

Jason Liao jg_liao at yahoo.com
Wed Jun 8 18:42:10 CEST 2005

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

     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 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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