shifting a huge matrix left or right efficiently ?
A little algebra up front can often help. Note that X <- shiftMatrixL(X, 1)*3 + shiftMatrixL(X,2)*5 (and similarly with more terms on the r.h.s) is just X <- X %*% mat where mat is is a matrix of zeroes except that mat[ i+1, i ] == 3 mat[ i+2, i ] == 5 and dim(mat) == dim(X). So forget about explicitly shifting the matrix if you do this in native R - just construct a suitable version of mat and use '%*%'. If you must do this in C shift coefficient vector implicitly using a pointer before finding the inner product with each row, and if the matrix is truly large follow Tony Plate's advice to transform X first (and look at Chapter 1 of Matrix Computations by Golub and Van Loan, 1996, if you need to know why).
On Mon, 9 Oct 2006, Huang-Wen Chen wrote:
I'm wondering what's the best way to shift a huge matrix left or right.
My current implementation is the following:
shiftMatrixL <- function(X, shift, padding=0) {
cbind(X[, -1:-shift], matrix(padding, dim(X)[1], shift))
}
X <- shiftMatrixL(X, 1)*3 + shiftMatrixL(X,2)*5...
However, it's still slow due to heavy use of this function.
The resulting matrix will only be read once and then discarded,
so I believe the best implementation of this function is in C,
manipulating the internal data structure of this matrix.
Anyone know similar package for doing this job ?
Huang-Wen
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