[R] Faster Block diagnonal matrix formulation in R

[raed kuntar]

What is the fastest way to create a block diagonal matrix other than bdiag
function in the matrix package which is slow for large datasets

I have provided a reproducible example below


library(Matrix)

cy11=function(a,b,H){

d=outer(a,b,`-`);I=outer(a,b,`==`)

H[1]^2*d^2/H[2]^2+I*H[3]^2

}

x0=c(1,1,0.05)

z=list()

for (i in 1:100)

{

a=rnorm(50,0,10)

b=rnorm(50,0,10)

z[[i]]=cy11(a,a,x0)

}

bdiag(z)

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