[R] Efficient matrix computations
d.rizopoulos at erasmusmc.nl
Tue Feb 17 11:05:21 CET 2009
it would be a bit more helpful if we knew more info regarding these
matrices, for instance is P diagonal, etc. In any case, you could have a
and, for the determinant maybe
prod(eigen(mat, symmetric = TRUE, only.values = FALSE)$values)
are a bit faster than det(), but I haven't tested it.
I hope it helps.
Shimrit Abraham wrote:
> I am looking for two ways to speed up my computations:
> 1. Is there a function that efficiently computes the 'sandwich product' of
> three matrices, say, ZPZ'
> 2. Is there a function that efficiently computes the determinant of a
> positive definite symmetric matrix?
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