[R] Help with improving efficiency

[Roger Peng]

In your example, you might consider

m1 <- t(W) %*% diag(v) %*% W

-roger
_______________________________
UCLA Department of Statistics
rpeng at stat.ucla.edu
http://www.stat.ucla.edu/~rpeng

On Fri, 9 Aug 2002, Wolfgang Viechtbauer wrote:

> > The "real" answer will tell us something about R
> > syntax, arrays, vectorization, etc. I would also love
> > to know it.
> >
> > But as it happens, the function you are describing is
> > equal to t(W)%*%W.
> 
> I must admit that I completely didn't notice that my code is just a
> cumbersome way of calculating the crossproduct of the W matrix (which
> could be accomplished even faster with the crossprod() function, as one
> person pointed out to me off-line).
> 
> However, I guess I should have mentioned that the code within the loop
> is just a subset of the operations that are being performed on the row
> vectors.
> 
> So, for example, let's say that each of the k (p*p) matrices is also
> being multiplied by a value v[i]:
> 
> 
> k <- 5
> p <- 3
> W <- matrix(c( rep(1, k), round(rnorm(n=(p*k), mean=0, sd=1), 0)),
>      ncol=(p+1), nrow=k)                # create a random W matrix
> v  <- rnorm(n=k, mean=0, sd=1)		# create random v values
> m1 <- matrix(0, nrow=p+1, ncol=p+1)
> for (i in 1:k) {
>    m1 <- m1 + v[i] * as.matrix(W[i,]) %*% W[i,]
> }
> 
> 
> Obviously, this is different from simlpy taking the crossproduct of W.
> The best way to optimize the code probably depends on the types of
> operations being performed within the loop, but I am hoping to gain a
> general idea of how to optimize this particular code and then maybe I
> can apply that knowledge to the actual problem I am dealing with (and
> the "real" answer, as pointed out, might serve a nice illustration of
> how to write efficient code in general).
> 
> Wolfgang
> 
> 
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