[R] Faster Block diagnonal matrix formulation in R
raed kuntar
raedkuntar92 at gmail.com
Tue Mar 15 01:36:29 CET 2016
What is the fastest way to create a block diagonal matrix other than bdiag
function in the matrix package which is slow for large datasets
I have provided a reproducible example below
library(Matrix)
cy11=function(a,b,H){
d=outer(a,b,`-`);I=outer(a,b,`==`)
H[1]^2*d^2/H[2]^2+I*H[3]^2
}
x0=c(1,1,0.05)
z=list()
for (i in 1:100)
{
a=rnorm(50,0,10)
b=rnorm(50,0,10)
z[[i]]=cy11(a,a,x0)
}
bdiag(z)
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