[Rd] Matrix multiplication in a C code
Mathieu Ribatet
mathieu.ribatet at epfl.ch
Mon Apr 14 00:00:53 CEST 2008
First, sorry for the delayed reply.
You were right matprod will do exactly what I want. Thanks. On another
point, are you aware about a BLAS routine to test for semi-definite
positive matrix ? This is required for my loglikelihood and thus should
return -\infty if not.
Best,
Mathieu
Prof Brian Ripley a écrit :
> On Sun, 6 Apr 2008, Mathieu Ribatet wrote:
>
>> Dear list members,
>>
>> I've got a small question on matrix multiplications in a C code. Because
>> of a really cpu demanding likelihood, I had to use a C code within an R
>> function wrapper. I'm pretty sure that there is already one good code
>> for matrix multiplication in C - maybe in the R source code itself - but
>> I wasn't able to find it.
>>
>> Anyone as an idea on how to handle matrix multiplications?
>
> Well, R does use fast C code where available: see matmult in
> src/main/array.c which calls the BLAS. It works best if you have an
> optimized BLAS: otherwise it may not be as fast as the simple version
> used when there are NAs present.
>
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