[Rd] feature request: enhance solve function with a symmetric option for faster operation for symmetric matrix

[Douglas Bates]

On 6/8/05, Jason Liao <jg_liao at yahoo.com> wrote:
> Dear R developers,
> 
> Recently I have a simulation program that needs to solve a large number
> of linear regression A x = b, where A is symmetric and constantly
> chnages. I found that the solve function is considerably less efficient
> than
> 
>      solve_symmetric = function(A, B)
>       {
>          chol2inv(chol(A)) %*% B;
>       }
> 
> So I would request that the solve function be enhanced with an
> symmetric option, which defaults to FALSE, the current solve. But when
> symmetric=TRUE, a more efficient algorithm for symmetric matrix is
> used. Thanks.
> 
> Jason
> 
> 
> Jason Liao, http://www.geocities.com/jg_liao
> Dept. of Biostatistics, http://www2.umdnj.edu/bmtrxweb
> University of Medicine and Dentistry of New Jersey
> 683 Hoes Lane West, Piscataway‚ NJ 08854
> phone 732-235-5429, School of Public Health office
> phone 732-235-9824, Cancer Institute of New Jersey office
> 
> ______________________________________________
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> 

Try the dsyMatrix or dpoMatrix class in the Matrix package.