The chol and solve methods for dpoMatrix (Matrix package) are much faster than the default methods. But, the time required to coerce a regular matrix to dpoMatrix swamps the advantage. Hence, I have the following problem, where use of dpoMatrix is worse than a regular matrix. library(Matrix) x <- diag(10) system.time( for(r in seq(0.1, 0.9, length.out=1000)) { m <- r^abs(row(x)-col(x)); chol(m); solve(m); }) system.time( for(r in seq(0.1, 0.9, length.out=1000)) { M <- as(r^abs(row(x)-col(x)), 'dpoMatrix') chol(M); solve(M); }) Any ideas?