Speed up sparse matrix multiplication in R
1
I am trying to multiply a matrix (made up of few 1's and majority O's) with a vector using %*% function in R, this process is taking huge amount of time. Is there a way I can make this faster??
Thanks
r sparse-matrix matrix-multiplication
asked Nov 14 '18 at 20:02
user9529330user9529330
106
add a comment |
1
I am trying to multiply a matrix (made up of few 1's and majority O's) with a vector using %*% function in R, this process is taking huge amount of time. Is there a way I can make this faster??
Thanks
r sparse-matrix matrix-multiplication
asked Nov 14 '18 at 20:02
user9529330user9529330
106
2
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
1
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
1
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.str(X)whereXis your matrix?
– Ben Bolker
Nov 14 '18 at 21:34
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40
add a comment |
1
1
1
I am trying to multiply a matrix (made up of few 1's and majority O's) with a vector using %*% function in R, this process is taking huge amount of time. Is there a way I can make this faster??
Thanks
r sparse-matrix matrix-multiplication
asked Nov 14 '18 at 20:02
user9529330user9529330
106
I am trying to multiply a matrix (made up of few 1's and majority O's) with a vector using %*% function in R, this process is taking huge amount of time. Is there a way I can make this faster??
Thanks
r sparse-matrix matrix-multiplication
r sparse-matrix matrix-multiplication
asked Nov 14 '18 at 20:02
user9529330user9529330
106
asked Nov 14 '18 at 20:02
user9529330user9529330
106
asked Nov 14 '18 at 20:02
user9529330user9529330
106
asked Nov 14 '18 at 20:02
user9529330user9529330
106
asked Nov 14 '18 at 20:02
user9529330user9529330
106
106
2
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
1
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
1
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.str(X)whereXis your matrix?
– Ben Bolker
Nov 14 '18 at 21:34
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40
add a comment |
2
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
1
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
1
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.str(X)whereXis your matrix?
– Ben Bolker
Nov 14 '18 at 21:34
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40
2
2
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
1
1
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
1
1
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.
str(X) where X is your matrix?– Ben Bolker
Nov 14 '18 at 21:34
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.
str(X) where X is your matrix?– Ben Bolker
Nov 14 '18 at 21:34
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40
add a comment |
1 Answer
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You can create a sparse matrix using the Matrix package. Matrix/vector multiplication may be faster in this case. For example:
library(Matrix)
library(tictoc)
set.seed(123)
v <- sample(1e4)
m <- Matrix(sample(c(0, 1), length(v) ^ 2, T, c(.99, .01)),
length(v), length(v), sparse = F)
sm <- Matrix(m, sparse = T)
tic("dense")
x <- m %*% v
toc()
#> dense: 0.094 sec elapsed
tic("sparse")
y <- sm %*% v
toc()
#> sparse: 0.006 sec elapsed
answered Nov 14 '18 at 21:29
dmcadmca
4431414
add a comment |
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1 Answer
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2
You can create a sparse matrix using the Matrix package. Matrix/vector multiplication may be faster in this case. For example:
library(Matrix)
library(tictoc)
set.seed(123)
v <- sample(1e4)
m <- Matrix(sample(c(0, 1), length(v) ^ 2, T, c(.99, .01)),
length(v), length(v), sparse = F)
sm <- Matrix(m, sparse = T)
tic("dense")
x <- m %*% v
toc()
#> dense: 0.094 sec elapsed
tic("sparse")
y <- sm %*% v
toc()
#> sparse: 0.006 sec elapsed
answered Nov 14 '18 at 21:29
dmcadmca
4431414
add a comment |
2
You can create a sparse matrix using the Matrix package. Matrix/vector multiplication may be faster in this case. For example:
library(Matrix)
library(tictoc)
set.seed(123)
v <- sample(1e4)
m <- Matrix(sample(c(0, 1), length(v) ^ 2, T, c(.99, .01)),
length(v), length(v), sparse = F)
sm <- Matrix(m, sparse = T)
tic("dense")
x <- m %*% v
toc()
#> dense: 0.094 sec elapsed
tic("sparse")
y <- sm %*% v
toc()
#> sparse: 0.006 sec elapsed
answered Nov 14 '18 at 21:29
dmcadmca
4431414
add a comment |
2
2
2
You can create a sparse matrix using the Matrix package. Matrix/vector multiplication may be faster in this case. For example:
library(Matrix)
library(tictoc)
set.seed(123)
v <- sample(1e4)
m <- Matrix(sample(c(0, 1), length(v) ^ 2, T, c(.99, .01)),
length(v), length(v), sparse = F)
sm <- Matrix(m, sparse = T)
tic("dense")
x <- m %*% v
toc()
#> dense: 0.094 sec elapsed
tic("sparse")
y <- sm %*% v
toc()
#> sparse: 0.006 sec elapsed
answered Nov 14 '18 at 21:29
dmcadmca
4431414
You can create a sparse matrix using the Matrix package. Matrix/vector multiplication may be faster in this case. For example:
library(Matrix)
library(tictoc)
set.seed(123)
v <- sample(1e4)
m <- Matrix(sample(c(0, 1), length(v) ^ 2, T, c(.99, .01)),
length(v), length(v), sparse = F)
sm <- Matrix(m, sparse = T)
tic("dense")
x <- m %*% v
toc()
#> dense: 0.094 sec elapsed
tic("sparse")
y <- sm %*% v
toc()
#> sparse: 0.006 sec elapsed
answered Nov 14 '18 at 21:29
dmcadmca
4431414
answered Nov 14 '18 at 21:29
dmcadmca
4431414
answered Nov 14 '18 at 21:29
dmcadmca
4431414
answered Nov 14 '18 at 21:29
dmcadmca
4431414
4431414
add a comment |
add a comment |
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2
Hey Naga, welcome to the site. You'll get better answers if you provide an example that is minimal, complete, and reproducible. It helps if there is a minimal example of data that can be used to run your code, the code you are actually using or trying, and the results that you expect. Check out this help file: stackoverflow.com/help/mcve
– Adam Sampson
Nov 14 '18 at 20:55
1
Sometimes it is helpful to also know why you are trying to do what you are doing. Sometimes people will give you better ways to code and sometimes people will answer with a different way to solve the problem more efficiently. But this isn't necessary if you are just looking to solve your exact matrix multiplication.
– Adam Sampson
Nov 14 '18 at 20:59
1
OK, we know that your matrix is sparse mathematically (contains lots of zeros). We don't know if it's sparse computationally (is saved in a format, as in @dmca's answer, where only the non-zero values are explicitly stored). Can you show us e.g.
str(X)whereXis your matrix?– Ben Bolker
Nov 14 '18 at 21:34
You could look into sparse matrix algebra R packages such as Matrix or spam.
– Florian
Nov 14 '18 at 21:40