Re: [R] Matrix Problem

From: Doran, Harold <HDoran_at_air.org>
Date: Sat 10 Dec 2005 - 00:38:44 EST


Beyond asking why, and not letting R do work for you, let me just note that inverting the full matrix is often computationally wasteful. You can take the Cholesky decomposition M = L'L where M is your matrix and then only work with L. Other than that, there are two packages for dealing with sparse matrices, one is SparseM and the other is in the Matrix package (assuming you have a sparse matrix).

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Nicola Salvati Sent: Friday, December 09, 2005 8:26 AM
To: r-help@stat.math.ethz.ch
Subject: [R] Matrix Problem

Hello R-Users,
  I have to invert a matrix 3000X3000 and the solve method doesn't work or it is too slow.
  Are there any methods to invert a big matrix?    

  Regards    

  Stefan                 


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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 Received on Sat Dec 10 00:43:52 2005

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