[Rd] Thought on crossprod
Mon, 18 Mar 2002 08:58:44 +0000 (GMT)
On Mon, 18 Mar 2002, Jonathan Rougier wrote:
> Sorry -- I've been away for the weekend. My intention in the original
> post was not to save on memory but simply to do half as many
> inner-products (it seems inelegant not to exploit the symmetry!). I had
> not thought about losing the benefit of an optimised BLAS (I am not
> using one myself at present). I take it from this correspondence that,
> for now, my best approach might be to write my own "crossprod.symm" in
> C, but that this might actually slow me down in the future.
You really should investigate optimized BLASs before worrying about this.
I think the best approach is for us to modify crossprod to recognize the
symmetric case in 1.5.0 and call the appropriate BLAS routine.
Or, at least do so for real (not complex) inputs on IEEE-compliant
machines (which we believe all current R platforms are).
Brian D. Ripley, email@example.com
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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