[R] Computing time for matrix addition or subtraction
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Nov 13 09:28:56 CET 2006
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
More information about the R-help