how to create a empty matrix in the using cbind a loop R

Question

I want to cbind matrix generated for each step in R, how to create a initial empty matrix say result=[] in matlab then cbind for each iteration?

Answer 1

Using cbind in a loop is very slow. If you know the size in advance, you can preallocate the matrix and fill columns in the loop. Otherwise, use a list. Create an empty list and add vectors to the list in the loop. Then, cbind the list into a matrix after the loop has finished.

Timings:

Preallocate matrix:
   user  system elapsed 
  1.024   0.064   1.084

Grow matrix with cbind:
   user  system elapsed 
 76.036  50.146 125.840

Preallocate list:
   user  system elapsed 
  0.788   0.040   0.823

Grow list by indexing:
   user  system elapsed 
  0.821   0.043   0.859 

Code:

# Preallocate matrix.
f1 = function(x) {
    set.seed(2718)
    mat = matrix(ncol=x, nrow=x)
    for (i in 1:x) {
        mat[, i] = rnorm(x)
    }
    return(mat)
}

# Grow matrix with cbind.
f2 = function(x) {
    set.seed(2718)
    mat = c()
    for (i in 1:x) {
        mat = cbind(mat, rnorm(x))
    }
    return(mat)
}

# Preallocate list.
f3 = function(x) {
    set.seed(2718)
    lst = vector("list", length=x)
    for (i in 1:x) {
        lst[[i]] = rnorm(x)
    }
    res = do.call(cbind, lst)
    return(res)
}

# Grow list by indexing.
f4 = function(x) {
    set.seed(2718)
    lst = list()
    for (i in 1:x) {
        lst[[i]] = rnorm(x)
    }
    res = do.call(cbind, lst)
    return(res)
}

x = 3000

system.time(r1 <- f1(x))
system.time(r2 <- f2(x))
system.time(r3 <- f3(x))
system.time(r4 <- f4(x))

all.equal(r1, r2)
all.equal(r1, r3)
all.equal(r1, r4)