[R] Computing time for matrix addition or subtraction

YONGWAN CHUN chun.49 at osu.edu
Mon Nov 13 04:33:41 CET 2006


I wonder by chance if there is a way to reduce computing time for matrix addition or subtraction. With a lot of iterations, it would be helpful to reduce a little amount time. 

Simple example is as below

n <- 2000
P <- matrix(rnorm(n*n),n,n)
PP <- P %*% P
M <- diag(n) - P
R <- M + t(M) - diag(n) +  PP

I would like to reduce time in calculating R. 



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