[R] fast matrix-vector multiplication

Martin Maechler maechler at stat.math.ethz.ch
Tue Dec 15 08:51:02 CET 2009

>>>>> "GC" == Gray Calhoun <gray.calhoun at gmail.com>
>>>>>     on Mon, 14 Dec 2009 19:26:44 -0600 writes:

    GC> Check out crossprod and the Matrix package (capitalized); there's also
    GC> a discussion of their speed gains in the R newsletter that should turn
    GC> up with a search and in the vignette as well.

Yes, use the 'Matrix' package.

For the problem you mention,   X  being a "design matrix" of
regression problem,
you may be interested in the   sparse.model.matrix()  function
which constructs such a sparse X from a formula and a data

 > library(Matrix)
 > example(sparse.model.matrix)

you get a few (small sample) examples.

Martin Maechler, ETH Zurich

    GC> -Gray

    GC> On Monday, December 14, 2009, parkbomee <bbom419 at hotmail.com> wrote:
    >> Hi all,
    >> Is there a way to do a matrix multiplication in a faster way?
    >> I am making a product of a matrix (composed of a lot of dummy variables) and a vector, and is there any way to make it faster?
    >> The simple X %*% y takes too long a time.
    >> I know using sparse matrix would help, but don't know how to do it i R.
    >> Thank you.

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