[R] How to speed R with triangular matrix
pgrandeau at wanadoo.fr
Wed May 14 09:37:29 CEST 2003
I want to solve an equation XR=B where R is a regular 10x10 upper
triangular matrix and B a 100x10 matrix. I do X=B%*%solve(R) which work
well but I need to do this operation a great number of time and this is
very long. With my pentium 2.4 GHz, Windows XP and R 1.7.0, I do this
100000 times in 58 seconds (for comparaison Scilab take 22 seconds and
Matlab only 8 seconds to do the same thing). So, I try backsolve with
X=t(backsolve(R,t(B),transpose=TRUE)) or X=t(backsolve(t(R),t(B))) but
this is longer (more than 1 minute 10).
Is there a mean to to this more rapidly with R ?
Thank you very much
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