[R] Matrix oriented computing

[Marc Schwartz (via MN)]

On Fri, 2005-08-26 at 15:25 +0200, Peter Dalgaard wrote:
> Marc Schwartz <MSchwartz at mn.rr.com> writes:
> 
> > x <- c(0.005, 0.010, 0.025, 0.05, 0.1, 0.5, 0.9, 
> >        0.95, 0.975, 0.99, 0.995)
> > 
> > df <- c(1:100)
> > 
> > mat <- sapply(x, qchisq, df)
> >
> > > dim(mat)
> > [1] 100  11
> >  
> > > str(mat)
> >  num [1:100, 1:11] 3.93e-05 1.00e-02 7.17e-02 2.07e-01 4.12e-01 ...
> 
> outer() is perhaps a more natural first try... It does give the
> transpose of the sapply approach, though. 
> 
> round(t(outer(x,df,qchisq)),2)
> 
> should be close. You should likely add dimnames.



What I find interesting, is that I would have intuitively expected
outer() to be faster than sapply().  However:


>  system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
[1] 0.01 0.00 0.01 0.00 0.00
 
>  system.time(mat1 <- round(t(outer(x, df, qchisq)), 2), 
               gcFirst = TRUE)
[1] 0.01 0.00 0.01 0.00 0.00
 
# No round() or t() to test for overhead
>  system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
[1] 0.01 0.00 0.02 0.00 0.00


# Bear in mind the round() on mat1 above
> all.equal(mat, mat1)
[1] "Mean relative  difference: 4.905485e-05"

> all.equal(mat, t(mat2))
[1] TRUE


Even when increasing the size of 'df' to 1:1000:


>  system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
[1] 0.16 0.01 0.16 0.00 0.00

>  system.time(mat1 <- round(t(outer(x, df, qchisq)), 2), gcFirst =
TRUE)
[1] 0.16 0.00 0.18 0.00 0.00
 
>  # No round() or t() to test for overhead
>  system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
[1] 0.16 0.01 0.17 0.00 0.00



It also seems that, at least in this case, t() and round() do not add
much overhead.

Best regards,

Marc