Re: [R] Calculating trace of products

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>
Date: Mon 14 Aug 2006 - 22:28:18 EST

check the following:

A <- matrix(rnorm(100*100), 100, 100); A <- A + t(A) B <- matrix(rnorm(100*100), 100, 100); B <- B + t(B)

sum(diag(A %*% B))
sum(A * B)

system.time(for(i in 1:10000) out <- sum(diag(A %*% B))) system.time(for(i in 1:10000) out <- sum(A * B))

I hope it helps.

Best,
Dimitris


Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium 

Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm

Dear all,
I need to calculate tr(A B), tr(A B A B) and similar quantities **fast** where the matrices A, B are symmetrical. I've searched for built-in functions for that purpose, but without luck. Can anyone help?
Thanks in advance
Søren

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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. Received on Mon Aug 14 22:32:11 2006

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