[R] Working with large matrix

Douglas Bates
2009-09-12T13:32:29Z

On Fri, Sep 11, 2009 at 12:15 PM, A Ezhil <ezhil02 at yahoo.com>
wrote:
> Dear All,

> I have large matrix (46000 x 11250). I would like to do the linear
regression for each row. I wrote a simple function that has lm() and used
apply(mat,1,func). The issue is that it takes ages to load the file and also to
finish the lm. I am using LINUX 64 bit with 32G mem. Is there an elegant and
fast way of completing this task?

I'm not quite sure what you mean by "do the linear regression for each
row" but you may find it convenient to use a matrix as the response in
the call to lm.  In that case lm fits the same model, described by the
right hand side of the formula, to each column of the matrix on the
left hand side.