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matalan
2006 Apr 19
1
comparing execition time: R vs matlab linear algebra...
...rices of 100 to 1,000,000 rows/columns.
Our R prototype script uses spase base matrices and the methods qr() and
qr.coeff().
The following statements are called inside a doubly-nested loop:
G is an n x m sparse matrix with most nonzero values near the main diagonal,
CURR is an n x 1 vector:
the MATALAB script:
P = G \ CURR; % matrix left-divide
QG = qr(G)
P = qr.coef(QG, CURR)
The answer we get matches that of the MATLAB code for small (60x60)
problems.
But, execution times are much longer (40 minutes, compared to 2 minut...