Nothing
# equation.R -- version 2011-01-03
m <- 10000; n <- 10; trials <- 200
X <- array(rnorm(m * n), dim = c(m, n))
y <- rnorm(m)
# QR
system.time({
for (r in seq(trials)) sol1 <- qr.solve(X, y)
})
# form (X'X) and (X'y)
system.time({
for (r in seq(trials))
sol2 <- solve(crossprod(X), crossprod(X, y))
})
# cholesky
system.time({
for (r in seq(trials)) {
C <- chol(crossprod(X))
rhs <- crossprod(X, y)
sol3 <- backsolve(C, forwardsolve(t(C), rhs))
}
})
# check
stopifnot(all.equal(as.numeric(sol1), as.numeric(sol2)))
stopifnot(all.equal(as.numeric(sol2), as.numeric(sol3)))
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.