Re: [Gretl-users] matrix operation efficiency question

Dear Allin, Than you! You allwas manage to understand my English  at 100%! This time comparison is just I needed but forgot to ask explicitly! Thanks! Oleh 5 листопада 2016, 17:56:59, від "Allin Cottrell" < cottrell(a)wfu.edu >: On Sat, 5 Nov 2016, oleg_komashko(a)ukr.net wrote: Well, it looks like a case of inversion + qform() versus "right division". So let the horses race: <hansl> /* x' A^{-1} x : best method? */ set seed 775632 scalar m = 50 scalar n = 10 scalar p = 3 matrix x = mnormal(n, p) matrix Z = mnormal(m, n) matrix A = Z'Z # check equivalence eval qform(x', inv(A)) eval x'(A\x) set stopwatch loop 5000 -q matrix R = qform(x', inv(A)) endloop printf "method 1: %gs\n", $stopwatch loop 5000 -q matrix R = x'(A\x) endloop printf "method 2: %gs\n", $stopwatch </hansl> <output> method 1: 0.0922s method 2: 0.0410s </output> And the spotted pony wins. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users