[R] Use crossprod() instead of t(x) %*% x !

[Martin Maechler]

>>>>> "Marc" == Marc Bernard <bernarduse1 at yahoo.fr>
>>>>>     on Thu, 6 Oct 2005 15:11:09 +0200 (CEST) writes:

...........
	  
    Marc> Here  is the program:
 
    Marc> nitems <- 10
    Marc> x <- array(rnorm(5*nitems,3,3), c(5,nitems))
    Marc> sigma <- t(x)%*%x

    Marc> inverse <- try(solve(sigma), TRUE)

.............

Just a side remark on your code above:

You should learn about and use
crossprod(x) rather than   t(x) %*% x 
because of a
 1) more efficient implementation
 2) more accurate  implementation

The exact details depends on the (accelerated/optimized or not)
version BLAS/Lapack your version of R is using and also on the
kind of matrices.

Further note, that for  
	 crossprod(t(X)) == X %*% t(X)
LAPACK also provides a direc version 
to which the 'Matrix' package interfaces via function
   tcrossprod()
which in particular also works *fast* for some of the sparse
matrix classes.

	
Martin Maechler, ETH Zurich