[R] Avoiding loops to spare time and memory

[Prof Brian Ripley]

Have you profiled your code (see `Writing R Extensions')?

My guess is that most of the time is being spent in eigen(); if so you 
would have to use a different approach to gain much speed.

BTW, please make more use of the space bar: your code is nigh unreadable
(and so I've not tried to read it in detail).  `Writing R Extensions' 
also shows you how to format code well.

On Thu, 8 May 2003, Dirk Enzmann wrote:

> Is it possible to avoid the loop in the following function (or make the
> function otherwise more efficient) and can someone point me to a
> possible solution? (It would be great if hours could be reduced to
> seconds :-).
> 
> # ---------------------------------------------
> RanEigen=function(items=x,cases=y,sample=z)
> {
>   X=matrix(rnorm(cases*items),nrow=cases,byrow=F)
>   S=crossprod(X-rep(1,cases) %*% t(colMeans(X)))
> 
> EV=eigen((1/sqrt(diag(S))*diag(items))%*%S%*%(1/sqrt(diag(S))*diag(items)),only.values=T)$values
> 
>   for (i in 2:sample)
>   {
>   X=matrix(rnorm(cases*items),nrow=cases,byrow=F)
>   S=crossprod(X-rep(1,cases) %*% t(colMeans(X)))
> 
> EV=rbind(EV,eigen((1/sqrt(diag(S))*diag(items))%*%S%*%(1/sqrt(diag(S))*diag(items)),only.values=T)$values)
> 
>   }
>   REigV=(cbind(1:items,colMeans(EV)))
>   REigV[,2]=as.numeric(formatC(REigV[,2],format="f",digits=7,flag="
> ",width=10))
>   colnames(REigV)=c(' ','Eigenvalue')
>   rownames(REigV)=rep('',items)
>   return(REigV)
> }
> # ---------------------------------------------

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
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)
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