Actually, sweep
is not the fastest option on my computer:
MyMatrix <- matrix(c(1:1e6), ncol=1e4, byrow=TRUE)
MyVector <- c(1:1e4)
Rprof(tmp <- tempfile(),interval = 0.001)
t(t(MyMatrix) * MyVector) # first option
Rprof()
MyTimerTranspose=summaryRprof(tmp)$sampling.time
unlink(tmp)
Rprof(tmp <- tempfile(),interval = 0.001)
MyMatrix %*% diag(MyVector) # second option
Rprof()
MyTimerDiag=summaryRprof(tmp)$sampling.time
unlink(tmp)
Rprof(tmp <- tempfile(),interval = 0.001)
sweep(MyMatrix ,MARGIN=2,MyVector,`*`) # third option
Rprof()
MyTimerSweep=summaryRprof(tmp)$sampling.time
unlink(tmp)
Rprof(tmp <- tempfile(),interval = 0.001)
t(t(MyMatrix) * MyVector) # first option again, to check order
Rprof()
MyTimerTransposeAgain=summaryRprof(tmp)$sampling.time
unlink(tmp)
MyTimerTranspose
MyTimerDiag
MyTimerSweep
MyTimerTransposeAgain
This yields:
> MyTimerTranspose
[1] 0.04
> MyTimerDiag
[1] 40.722
> MyTimerSweep
[1] 33.774
> MyTimerTransposeAgain
[1] 0.043
On top of being the slowest option, the second option reaches the memory limit (2046 MB). However, considering the remaining options, the double transposition seems a lot better than sweep
in my opinion.
Edit
Just trying smaller data a repeated number of times:
MyMatrix <- matrix(c(1:1e3), ncol=1e1, byrow=TRUE)
MyVector <- c(1:1e1)
n=100000
[...]
for(i in 1:n){
# your option
}
[...]
> MyTimerTranspose
[1] 5.383
> MyTimerDiag
[1] 6.404
> MyTimerSweep
[1] 12.843
> MyTimerTransposeAgain
[1] 5.428
outer()
orcollapse::TRA()
are is significantly faster than anything suggested here. – Cesspool