I fail to see why you would need another idea: you asked how to multiply matrices efficiently, I told you how to multiply matrices efficiently.
if you want to calculate X1-X2 times W times X1-X2, then simply do so: X1 <- matrix(1:6, 3) X2 <- matrix(7:12, 3) W = matrix(runif(9), 3) t(X1-X2) %*% W %*% (X1-X2) which gives 142.7789 142.7789 142.7789 142.7789 You could squeeze out one iota more of speed with crossprod(X1-X2, W) %*% (X1-X2) to get the same result, but unless you are doing massive scale linear processing, I'm not sure it's worth the loss of clarity. I was only giving you a heads up on the sometimes confusing difference between matrix multiplication in MATLAB and in R by which a vector is not a 1d matrix and so does not require explicit transposition. Michael On Thu, Nov 17, 2011 at 4:35 PM, Sachinthaka Abeywardana <sachin.abeyward...@gmail.com> wrote: > I'm not quite sure of what you mean by not worry if it's 1d R matrices. X1 > and X2 are both n by d matrices and W is d by d. > > Thanks for the help though. Any other ideas? > > Thanks > Sachin > > On Friday, November 18, 2011, R. Michael Weylandt > <michael.weyla...@gmail.com> wrote: >> The fastest is probably to just implement the matrix calculation >> directly in R with the %*% operator. >> >> (X1-X2) %*% W %*% (X1-X2) >> >> You don't need to worry about the transposing if you are passing R >> vectors X1,X2. If they are 1-d matrices, you might need to. >> >> Michael >> >> On Thu, Nov 17, 2011 at 1:30 AM, Sachinthaka Abeywardana >> <sachin.abeyward...@gmail.com> wrote: >>> Hi All, >>> >>> I am trying to convert the following piece of matlab code to R: >>> >>> XX1 = sum(w(:,ones(1,N1)).*X1.*X1,1); #square the elements of >>> X1, >>> weight it and repeat this vector N1 times >>> XX2 = sum(w(:,ones(1,N2)).*X2.*X2,1); #square the elements of >>> X2, >>> weigh and repeat this vector N2 times >>> X1X2 = (w(:,ones(1,N1)).*X1)'*X2; #get the weighted >>> 'covariance' term >>> XX1T = XX1'; #transpose >>> z = XX1T(:,ones(1,N2)) + XX2(ones(1,N1),:) - 2*X1X2; #get the >>> squared weighted distance >>> >>> which is basically doing: z=(X1-X2)' W (X1-X2) >>> >>> What would the best way (for SPEED) to do this? or is vectorizing as >>> above >>> the best? Any hints, suggestions? >>> >>> Thanks, >>> Sachin >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list >>> 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. >>> >> ______________________________________________ R-help@r-project.org mailing list 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.
