[R] Computing time for matrix addition or subtraction

[Prof Brian Ripley]

On Sun, 12 Nov 2006, YONGWAN CHUN wrote:

> 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.

Yes, by making use of an optimized BLAS: see the R-admin manual.  On my 
(dual CPU) system this reduced your example from 36 to 6 seconds.

BTW, it is the calculation of PP that is taking the most of time, not as 
in your subject line.

> 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.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595