First, sorry for the delayed reply. You were right matprod will do exactly what I want. Thanks. On another point, are you aware about a BLAS routine to test for semi-definite positive matrix ? This is required for my loglikelihood and thus should return -\infty if not.
Best, Mathieu Prof Brian Ripley a écrit : > On Sun, 6 Apr 2008, Mathieu Ribatet wrote: > >> Dear list members, >> >> I've got a small question on matrix multiplications in a C code. Because >> of a really cpu demanding likelihood, I had to use a C code within an R >> function wrapper. I'm pretty sure that there is already one good code >> for matrix multiplication in C - maybe in the R source code itself - but >> I wasn't able to find it. >> >> Anyone as an idea on how to handle matrix multiplications? > > Well, R does use fast C code where available: see matmult in > src/main/array.c which calls the BLAS. It works best if you have an > optimized BLAS: otherwise it may not be as fast as the simple version > used when there are NAs present. > -- Institute of Mathematics Ecole Polytechnique Fédérale de Lausanne STAT-IMA-FSB-EPFL, Station 8 CH-1015 Lausanne Switzerland http://stat.epfl.ch/ Tel: + 41 (0)21 693 7907 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
