matrix2 {kyotil}

Matrix Functions that May Be Faster than

Description

DXD computes D %*% X %*% D, where D is a diagonal matrix. tXDX computes t(X) %*% D %*% X. symprod computes S %*% X for symmetric S. txSy computes t(x) %*% S %*% y for symmetric S.

Usage

DXD(d1, X, d2)

tXDX(X,D)

symprod(S, X)

txSy(x, S, y)

.as.double(x, stripAttributes = FALSE)

Arguments

d1

a diagonal matrix or an array

d2

a diagonal matrix or an array

x

array

y

array

S

symmetric matrix

X

matix

D

matix

stripAttributes

boolean

Details

.as.double does not copying whereas as.double(x) for older versions of R when using .C(DUP = FALSE) make duplicate copy of x. In addition, even if x is a 'double', since x has attributes (dim(x)) as.double(x) duplicates

The functions do not check whether S is symmetric. If it is not symmetric, then the result will be wrong. DXD offers a big gain, while symprod and txSy gains are more incremental.

Author(s)

Krisztian Sebestyen

Examples

d1=1:3
d2=4:6
X=matrix(1:9,3,3)
all(DXD(d1, X, d2) == diag(d1) %*% X %*% diag(d2))

S=matrix(c(1,2,3,2,4,5,3,5,8),3,3)
X=matrix(1:9,3,3)
all( symprod(S, X) == S %*% X )

x=1:3
y=4:6
S=matrix(c(1,2,3,2,4,5,3,5,8),3,3)
txSy(x, S, y) == drop(t(x)%*%S%*%y)