Dear R,

I have a simple question concerning with a special case of spare matrix
multiplications. Say A is a 200-by-10000 dense matrix. B is a 10000-by-10000
block- diagonal matrix, and each diagonal block B_i is 100-by-100. The usual
way I did A%*%B will take about 30 seconds which is to time consuming
because I have to do this thousands of times. I also tried to partition A
into 100 small blocks and use mapply function to multiply by each B_i, but
that is even slower.

I am wondering if there is an efficient way to perform this type of
multiplication with R?

Thanks in advance!

Feng

-- 
Feng Li
Department of Statistics
Stockholm University
106 91 Stockholm, Sweden
http://feng.li/

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