cbind
in R is relatively time consuming in repeated calls, but it also is powerful for various data types.
I have written code that is 3X faster than cbind
when binding two matrices. But bind_cols
in dplyr
package is merely 100X faster than cbind
. It is only a pity that it cannot take matrix as input. Can someone make the code below more fast. Also, how do I fast bind sparse matrix? Here is the code I used:
require( Rcpp )
func <- 'NumericMatrix mmult(NumericMatrix a,NumericMatrix b) {
//the colnumber of first matrix
int acoln=a.ncol();
//the colnumber of second matrix
int bcoln=b.ncol();
//build a new matrix, the dim is a.nrow() and acoln+bcoln
NumericMatrix out(a.nrow(),acoln+bcoln) ;
for (int j = 0; j < acoln + bcoln; j++) {
if (j < acoln) {
out(_,j) = a(_,j);
} else {
//put the context in the second matrix to the new matrix
out(_,j) = b(_,j-acoln);
}
}
return out ;
}'
a <- matrix(rep(1,2000*100),2000)
b <- matrix(rep(2,2000*10),2000)
cppFunction(func)
system.time(for (i in seq(1,800)) {mmult(a,b)})
system.time(for (i in seq(1,800)) {cbind(a,b)})
identical(mmult(a,b),cbind(a,b))
tonytonov
Borrowing an idea from this comment by Romain Francois on one of my previous Rcpp adventures,
func1 <- 'NumericMatrix mmult1(NumericMatrix a, NumericMatrix b) {
int acoln = a.ncol();
int bcoln = b.ncol();
NumericMatrix out = no_init_matrix(a.nrow(), acoln + bcoln);
for (int j = 0; j < acoln + bcoln; j++) {
if (j < acoln) {
out(_, j) = a(_, j);
} else {
out(_, j) = b(_, j - acoln);
}
}
return out;
}'
cppFunction(func1)
set.seed(42)
a <- matrix(rnorm(1e7), 1e3)
b <- matrix(runif(1e7), 1e3)
identical(mmult(a, b), mmult1(a, b))
#TRUE
library(microbenchmark)
microbenchmark(mmult(a, b),
mmult1(a, b),
cbind(a, b),
times = 10)
#Unit: milliseconds
# expr min lq mean median uq max neval
# mmult(a, b) 69.64 70.52 89.71 72.28 128.8 136.6 10
# mmult1(a, b) 50.84 50.95 69.65 51.43 111.6 114.4 10
# cbind(a, b) 192.35 194.67 201.13 195.30 196.1 255.9 10
Not a huge deal, but not bad either for such a trivial change.
来源:https://stackoverflow.com/questions/31913437/r-fast-cbind-matrix-using-rcpp