[R] Matrix Problem

Doran, Harold HDoran at air.org
Fri Dec 9 14:38:44 CET 2005

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 at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Nicola Salvati
Sent: Friday, December 09, 2005 8:26 AM
To: r-help at 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?


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