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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>
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:[EMAIL PROTECTED] UC San Diego
http://biostat.ucsd.edu/~cberry/ La Jolla, San Diego 92093-0717
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