[Rd] Thought on crossprod
Jonathan Rougier
J.C.Rougier@durham.ac.uk
Fri, 15 Mar 2002 10:01:44 +0000
Hi everyone,
I do a lot of work with large variance matrices, and I like to use
"crossprod" for speed and to keep everything symmetric, i.e. I often
compute "crossprod(Q %*% t(A))" for "A %*% Sigma %*% t(A)", where
"Sigma" decomposes as "t(Q) %*% Q". I notice in the code that
"crossprod", current definition
> crossprod
function (x, y = x)
.Internal(crossprod(x, y))
does not recognise the case where y is the same as x as special. I'd
like to extend crossprod to something like
> crossprod
function(x, y = NULL)
if (is.null(y))
.Internal(crossprod.symm(x))
else
.Internal(crossprod(x, y))
Before I start mesing up my R-1.4.1 installation, does anyone have any
thoughts on this?
Cheers, Jonathan.
--
Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE
tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388
http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html
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