Re: [R] Matrix oriented computing

From: Marc Schwartz (via MN) <mschwartz_at_mn.rr.com>
Date: Sat 27 Aug 2005 - 01:25:41 EST

On Fri, 2005-08-26 at 15:25 +0200, Peter Dalgaard wrote:
> Marc Schwartz <MSchwartz@mn.rr.com> writes:
>
> > x <- c(0.005, 0.010, 0.025, 0.05, 0.1, 0.5, 0.9,
> > 0.95, 0.975, 0.99, 0.995)
> >
> > df <- c(1:100)
> >
> > mat <- sapply(x, qchisq, df)
> >
> > > dim(mat)
> > [1] 100 11
> >
> > > str(mat)
> > num [1:100, 1:11] 3.93e-05 1.00e-02 7.17e-02 2.07e-01 4.12e-01 ...
>
> outer() is perhaps a more natural first try... It does give the
> transpose of the sapply approach, though.
>
> round(t(outer(x,df,qchisq)),2)
>
> should be close. You should likely add dimnames.

What I find interesting, is that I would have intuitively expected outer() to be faster than sapply(). However:

> system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
[1] 0.01 0.00 0.01 0.00 0.00  

> system.time(mat1 <- round(t(outer(x, df, qchisq)), 2),

               gcFirst = TRUE)
[1] 0.01 0.00 0.01 0.00 0.00  

# No round() or t() to test for overhead
> system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
[1] 0.01 0.00 0.02 0.00 0.00

# Bear in mind the round() on mat1 above
> all.equal(mat, mat1)

[1] "Mean relative difference: 4.905485e-05"

> all.equal(mat, t(mat2))

[1] TRUE Even when increasing the size of 'df' to 1:1000:

> system.time(mat <- sapply(x, qchisq, df), gcFirst = TRUE)
[1] 0.16 0.01 0.16 0.00 0.00

> system.time(mat1 <- round(t(outer(x, df, qchisq)), 2), gcFirst =
TRUE)
[1] 0.16 0.00 0.18 0.00 0.00  

> # No round() or t() to test for overhead
> system.time(mat2 <- outer(x, df, qchisq), gcFirst = TRUE)
[1] 0.16 0.01 0.17 0.00 0.00

It also seems that, at least in this case, t() and round() do not add much overhead.

Best regards,

Marc



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