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

From: Douglas Bates <dmbates_at_gmail.com>
Date: Wed 08 Jun 2005 - 17:07:21 GMT

On 6/8/05, Jason Liao <jg_liao@yahoo.com> wrote:
> 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
>
> ______________________________________________
> R-devel@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

Try the dsyMatrix or dpoMatrix class in the Matrix package.



R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Thu Jun 09 03:18:30 2005

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