r - Fastest way for multiplying a matrix to a vector

Question

I have a matrix mat and a vector v. I would like to multiply first column of matrix matby first element of vector v and multiply the second column of matrix mat by second element of vector v. I can do it as shown. How can I do this faster in R since we get a big matrix?

    mat = matrix(rnorm(1500000), ncol= 100)
    v= rnorm(100)
    > system.time( mat %*% diag(v))
      user  system elapsed 
      0.02    0.00    0.02 

Answer 1

Recycling can make it faster but you recycle within columns, not across, so just transpose and transpose back.

t( t(mat) * v )

This should be faster than sweep or %*%.

microbenchmark(mat %*% diag(v),sweep(mat, 2, v, FUN = "*"), t(t(mat)*v))
Unit: milliseconds
            expr       min        lq    median        uq      max neval
             %*% 150.47301 152.16306 153.17379 161.75416 281.3315   100
           sweep  35.94029  42.67210  45.53666  48.07468 168.3728   100
   t(t(mat) * v)  16.50813  23.41549  26.31602  29.44008 160.1651   100