[R] fast matrix-vector multiplication

Gray Calhoun gray.calhoun at gmail.com
Tue Dec 15 02:26:44 CET 2009


Check out crossprod and the Matrix package (capitalized); there's also
a discussion of their speed gains in the R newsletter that should turn
up with a search and in the vignette as well.

-Gray

On Monday, December 14, 2009, parkbomee <bbom419 at hotmail.com> wrote:
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> Hi all,
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> Is there a way to do a matrix multiplication in a faster way?
> I am making a product of a matrix (composed of a lot of dummy variables) and a vector, and is there any way to make it faster?
> The simple X %*% y takes too long a time.
> I know using sparse matrix would help, but don't know how to do it i R.
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> Thank you.
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-- 
Gray Calhoun

Assistant Professor of Economics
Iowa State University




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