[R] shifting a huge matrix left or right efficiently ?

Charles C. Berry cberry at tajo.ucsd.edu
Tue Oct 10 01:43:47 CEST 2006


A little algebra up front can often help.

Note that

 	X <- shiftMatrixL(X, 1)*3 + shiftMatrixL(X,2)*5

(and similarly with more terms on the r.h.s)

is just

 	X <- X %*% mat

where mat is is a matrix of zeroes except that

 	mat[ i+1, i ] == 3
 	mat[ i+2, i ] == 5

and dim(mat) == dim(X).

So forget about explicitly shifting the matrix if you do this in native R 
- just construct a suitable version of mat and use '%*%'. If you must do

this in C shift coefficient vector implicitly using a pointer before 
finding the inner product with each row, and if the matrix is truly large 
follow Tony Plate's advice to transform X first (and look at Chapter 1 of 
Matrix Computations by Golub and Van Loan, 1996, if you need to know why).


On Mon, 9 Oct 2006, Huang-Wen Chen wrote:

> I'm wondering what's the best way to shift a huge matrix left or right.
> My current implementation is the following:
>
> shiftMatrixL <- function(X, shift, padding=0) {
>  cbind(X[, -1:-shift], matrix(padding, dim(X)[1], shift))
> }
>
> X <- shiftMatrixL(X, 1)*3 + shiftMatrixL(X,2)*5...
>
> However, it's still slow due to heavy use of this function.
> The resulting matrix will only be read once and then discarded,
> so I believe the best implementation of this function is in C,
> manipulating the internal data structure of this matrix.
> Anyone know similar package for doing this job ?
>
> Huang-Wen
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

Charles C. Berry                        (858) 534-2098
                                          Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	         UC San Diego
http://biostat.ucsd.edu/~cberry/         La Jolla, San Diego 92093-0717



More information about the R-help mailing list