[R] Speed up sum of outer products?

[Doran, Harold]

Isn't the following the canonical (R-ish) way of doing this:

X = matrix(rnorm(1000*50),1000,50)
system.time({C1 = t(X) %*% X}) # Phil's example

C2 <- crossprod(X) # use crossprod instead

> all.equal(C1,C2)
[1] TRUE

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Phil Spector
> Sent: Tuesday, March 01, 2011 12:31 PM
> To: AjayT
> Cc: r-help at r-project.org
> Subject: Re: [R] Speed up sum of outer products?
> 
> What you're doing is breaking up the calculation of X'X
> into n steps.   I'm not sure what you mean by "very slow":
> 
> > X = matrix(rnorm(1000*50),1000,50)
> > n = 1000
> > system.time({C=matrix(0,50,50);for(i in 1:n)C = C + (X[i,] %o% X[i,])})
>     user  system elapsed
>    0.096   0.008   0.104
> 
> Of course, you could just do the calculation directly:
> 
> > system.time({C1 = t(X) %*% X})
>     user  system elapsed
>    0.008   0.000   0.007
> > all.equal(C,C1)
> [1] TRUE
> 
> 
>  					- Phil Spector
>  					 Statistical Computing Facility
>  					 Department of Statistics
>  					 UC Berkeley
>  					 spector at stat.berkeley.edu
> 
> 
> 
> On Tue, 1 Mar 2011, AjayT wrote:
> 
> > Hi, I'm new to R and stats, and I'm trying to speed up the following sum,
> >
> > for (i in 1:n){
> > 	C = C + (X[i,] %o% X[i,])   # the sum of outer products - this is very
> slow
> > according to Rprof()
> > }
> >
> > where X is a data matrix (nrows=1000 X ncols=50), and n=1000. The sum has to
> > be calculated over 10,000 times for different X.
> >
> > I think it is similar to estimating a co-variance matrix for demeaned data
> > X. I tried using cov, but got different answers, and it was'nt much quicker?
> >
> > Any help gratefully appreciated,
> >
> > --
> > View this message in context: http://r.789695.n4.nabble.com/Speed-up-sum-of-
> outer-products-tp3330160p3330160.html
> > Sent from the R help mailing list archive at Nabble.com.
> >
> > ______________________________________________
> > R-help at r-project.org 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.
> >
> 
> ______________________________________________
> R-help at r-project.org 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.