[Rd] feature request: enhance solve function with a symmetric option for faster operation for symmetric matrix

From: Jason Liao <jg_liao_at_yahoo.com>
Date: Wed 08 Jun 2005 - 16:42:10 GMT


Dear R developers,

Recently I have a simulation program that needs to solve a large number of linear regression A x = b, where A is symmetric and constantly chnages. I found that the solve function is considerably less efficient than

     solve_symmetric = function(A, B)
      {
         chol2inv(chol(A)) %*% B;
      }

So I would request that the solve function be enhanced with an symmetric option, which defaults to FALSE, the current solve. But when symmetric=TRUE, a more efficient algorithm for symmetric matrix is used. Thanks.

Jason

Jason Liao, http://www.geocities.com/jg_liao Dept. of Biostatistics, http://www2.umdnj.edu/bmtrxweb University of Medicine and Dentistry of New Jersey

683 Hoes Lane West, Piscataway‚ NJ 08854
phone 732-235-5429, School of Public Health office
phone 732-235-9824, Cancer Institute of New Jersey office

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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Thu Jun 09 02:45:11 2005

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