[R] Computing time for matrix addition or subtraction

[Matthias Kohl]

not concerning your subject line, but function "crossprod" may be useful, too

Matthias

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Subject: Re: [R] Computing time for matrix addition or subtraction
Sent: Mon, 13 Nov 2006
From: Prof Brian Ripley<ripley at stats.ox.ac.uk>

> On Sun, 12 Nov 2006, YONGWAN CHUN wrote:
> 
> > I wonder by chance if there is a way to reduce computing time for matrix 
> > addition or subtraction. With a lot of iterations, it would be helpful 
> > to reduce a little amount time.
> 
> Yes, by making use of an optimized BLAS: see the R-admin manual.  On my 
> (dual CPU) system this reduced your example from 36 to 6 seconds.
> 
> BTW, it is the calculation of PP that is taking the most of time, not as 
> in your subject line.
> 
> > Simple example is as below
> >
> > n <- 2000
> > P <- matrix(rnorm(n*n),n,n)
> > PP <- P %*% P
> > M <- diag(n) - P
> > R <- M + t(M) - diag(n) +  PP
> >
> > I would like to reduce time in calculating R.
> 
> -- 
> 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)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
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> 

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