[R] speed up in R apply

[David Winsemius]

On Jan 5, 2011, at 10:03 AM, Young Cho wrote:

> Hi,
>
> I am doing some simulations and found a bottle neck in my R script.  
> I made
> an example:
>
>> a = matrix(rnorm(5000000),1000000,5)
>> tt  = Sys.time(); sum(a[,1]*a[,2]*a[,3]*a[,4]*a[,5]); Sys.time() - tt
> [1] -1291.026
> Time difference of 0.2354031 secs
>>
>> tt  = Sys.time(); sum(apply(a,1,prod)); Sys.time() - tt
> [1] -1291.026
> Time difference of 20.23150 secs
>
> Is there a faster way of calculating sum of products (of columns, or  
> of
> rows)?

You should look at crossprod and tcrossprod.

> And is this an expected behavior?

Yes. For loops and *apply strategies are slower than the proper use of  
vectorized functions.

>
> Thanks for your advice in advance,
>

-- 

David Winsemius, MD
West Hartford, CT