This morning I did 10,000 replicates of multiplying 3 small matrices
using a for-loop andalso with Reduce and found that the for-loop was
roughly twice as fast, so I didn't post.
> m1 <- matrix(1:9, 3)
> m2 <- matrix(1:9, 3)
> m3 <- matrix(1:9, 3)
> system.time(replicate(1000, Reduce("%*%" , list(m1,m2,m3) ) ) )
user system elapsed
0.046 0.001 0.053
> mlist <- list(m1,m2,m3)
> m0 <- diag(1, nrow=3,ncol=3)
> system.time(replicate(1000, for (i in seq_along(mlist) ) {m0 <- m0
%*% mlist[[i]] } ) )
user system elapsed
0.025 0.001 0.033
--
David
On Oct 29, 2009, at 6:54 PM, Gabor Grothendieck wrote:
Don't know if its any faster but try this:
Reduce("%*%", list(M1, M2, M3), accumulate = TRUE)
On Thu, Oct 29, 2009 at 9:56 AM, Todd Schneider
<todd.w.schnei...@gmail.com> wrote:
Hi all,
I am looking for a function like cumprod() that works for matrix
multiplication.
In other words, I have matrices [M1, M2, ..., Mn], and I want to
calculate
[M1, M1%*%M2, M1%*%M2%*%M3, ..., M1%*%...%*%Mn] as quickly as
possible.
Right now I'm using a for() loop but it seems like there should be
a faster
way.
Any help is appreciated!
Thanks,
Todd Schneider
todd.w.schnei...@gmail.com
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
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