[R] uniroot speed and vectorization?

From: ivo welch <ivowel_at_gmail.com>
Date: Sat, 02 Apr 2011 08:24:07 -0400

curiosity---given that vector operations are so much faster than scalar operations, would it make sense to make uniroot vectorized? if I read the uniroot docs correctly, uniroot() calls an external C routine which seems to be a scalar function. that must be slow. I am thinking a vectorized version would be useful for an example such as

  of <- function(x,a) ( log(x)+x+a )
  uniroot( of, c( 1e-7, 100 ), a=rnorm(1000000) )

I would have timed this, but I would have used a 'for' loop, which is probably not the "R way" of doing this. has someone already written a package that does this?


Ivo Welch (ivo.welch_at_brown.edu, ivo.welch_at_gmail.com)

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