G'day Yongwan,
>>>>> "YC" == YONGWAN CHUN <chun.49 at osu.edu>
writes:
YC> I want to know how to get trace of product of matrices
YC> **faster** when the matrices are really big. Unfortunately the
YC> matrices are not symmetric. If anybody know how to get the
YC> trace of it, please help me. An example is as below.
The first one is quite simple to speed up:
> n <- 2500
> a <- matrix(rnorm(n*n),n,n)
> b <- matrix(rnorm(n*n),n,n)
> sum(diag(a %*% b))
[1] 1890.638
> tb <- t(b)
> sum(a*tb)
[1] 1890.638
For the second one, you may try:
> sum(diag(a %*% b %*% a %*% b))
[1] 10668786> cmat <- a %*% b
> sum(cmat*t(cmat))
[1] 10668786
It gives somewhat a speedup, since you only have to multiply two huge
matrices once instead of thrice, but I wonder whether further
improvements are possible.
Hope this helps.
Cheers,
Berwin
========================== Full address ===========================Berwin A
Turlach Tel.: +61 (8) 6488 3338 (secr)
School of Mathematics and Statistics +61 (8) 6488 3383 (self)
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Crawley WA 6009 e-mail: berwin at maths.uwa.edu.au
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