[R] crossprod and X %*% t(X)

[Jon McAuliffe]

hi,

the help page for crossprod states that crossprod(A,B) is faster than
t(A) %*% B; experimentation certainly bears this out. more alarming
is the evidence that crossprod(t(A), B) is faster than A %*% B:

on a PII laptop, 128MB memory, win98, R-1.5.0.-patched precompiled
(no ATLAS):

> A <- matrix(rnorm(250000),500,500)
> B <- matrix(rnorm(250000),500,500)
> for (i in 1:5) { print(system.time(A %*% B)) }
[1]   NA   NA 7.96   NA   NA
[1]   NA   NA 7.81   NA   NA
[1]   NA   NA 7.79   NA   NA
[1]   NA   NA 7.81   NA   NA
[1]   NA   NA 7.79   NA   NA
> for (i in 1:5) { print(system.time(crossprod(t(A),B))) }
[1]   NA   NA 4.48   NA   NA
[1]   NA   NA 4.51   NA   NA
[1]   NA   NA 4.48   NA   NA
[1]   NA   NA 4.69   NA   NA
[1]   NA   NA 4.49   NA   NA

is this expected, or is something strange about my system? would
ATLAS make this difference negligible? (i'd like to know before i spend
the time building and installing it.)

if it is expected, under what circumstances would one prefer %*%?

thanks
jon.



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