I want to do a simple column (Nx1) times row (1xM) multiplication, resulting in (NxM) matrix. Code where I create a row by sequence, and column by transposing a similar seq
Here's a comparison of the execution speed for the three methods when the vectors being used are of length 100. The fastest is tcrossprod
, with x%*%t(y)
taking 17% longer and outer(x,y)
taking 45% longer (in median time).
In the table, neval
is the number of times the function was evaluated to get the benchmark scores.
> x <- runif(100,0,100)
> y <- runif(100,0,100)
> microbenchmark(tcrossprod(x,y), x%*%t(y), outer(x,y), times=5000)
Unit: microseconds
expr min lq mean median uq max neval
tcrossprod(x, y) 11.404 16.6140 50.42392 17.7300 18.7555 5590.103 5000
x %*% t(y) 13.878 19.4315 48.80170 20.5405 21.7310 4459.517 5000
outer(x, y) 19.238 24.0810 72.05250 25.3595 26.8920 89861.855 5000
To get the the following graph, have
library("ggplot2")
bench <- microbenchmark(tcrossprod(x,y), x%*%t(y), outer(x,y), times=5000)
autplot(bench)
Edit: The performance depends on the size of x
and y
, and of course the machine running the code. I originally did the benchmark with vectors of length 100 because that's what Masi asked about. However, it appears the three methods have very similar performance for larger vectors. For vectors of length 1000, the median times of the three methods are within 5% of each other on my machine.
> x <- runif(1000)
> y <- runif(1000)
> microbenchmark(tcrossprod(x,y),x%*%t(y),outer(x,y),times=2000)
Unit: milliseconds
expr min lq mean median uq max neval
tcrossprod(x, y) 1.870282 2.030541 4.721175 2.916133 4.482346 75.77459 2000
x %*% t(y) 1.861947 2.067908 4.921061 3.067670 4.527197 105.60500 2000
outer(x, y) 1.886348 2.078958 5.114886 3.033927 4.556067 93.93450 2000