Alvarez Pedro <[EMAIL PROTECTED]> writes:
> On page 22 of the R-introduction guide it's written:
>
> the quadratic form x^{'} A^{-1} x which is used in
> multivariate computations, should be computed by
> something like x%*%solve(A,x), rather than computing
> the inverse of A.
>
> Why isn't it good to compute t(x) %*% solve(A) %*% x?
It's just a waste of CPU time. For k x k matrices, solution of Ax=b is
of computational complexity O(k^2) whereas inversion of A is O(k^3).
This is obviously more important for k=1000 than for k=5.
--
O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
