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⚡ Bolt: Remove redundant matrix inversions in vuongtest.R #8

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⚡ Bolt: Remove redundant matrix inversions in vuongtest.R #8

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3 changes: 3 additions & 0 deletions .jules/bolt.md
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Original file line number Diff line number Diff line change
@@ -0,0 +1,3 @@
## 2024-06-23 - Removed redundant matrix inversions
**Learning:** Found redundant double inversions of variance-covariance matrices in `vuongtest.R` where `A = chol2inv(chol(tmpvc))` was calculated, and then later `chol2inv(chol(A))` was used, essentially computing `tmpvc` again.
**Action:** Always check if a variable holding a matrix inverse is inverted again downstream, and refactor to pass the original un-inverted matrix instead to save computation time.
14 changes: 7 additions & 7 deletions R/vuongtest.R
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Expand Up @@ -231,7 +231,7 @@ calcAB <- function(object, n, scfun, vc){
## in case mirt vcov was not estimated
if(nrow(tmpvc) == 1 & is.na(tmpvc[1,1])) stop("Please re-estimate the mirt model with SE=TRUE")
}
A <- chol2inv(chol(tmpvc))
Ainv <- tmpvc

## Eq (2.2)
if(!is.null(scfun)){
Expand All @@ -251,9 +251,9 @@ calcAB <- function(object, n, scfun, vc){
sc <- estfun(object)
}
sc.cp <- crossprod(sc)/n
B <- matrix(sc.cp, nrow(A), nrow(A))
B <- matrix(sc.cp, nrow(Ainv), nrow(Ainv))

list(A=A, B=B, sc=sc)
list(Ainv=Ainv, B=B, sc=sc)
}

## a function to get the cross-product from Eq (2.7)
Expand All @@ -271,10 +271,10 @@ calcLambda <- function(object1, object2, n, score1, score2, vc1, vc2) {
AB2 <- calcAB(object2, n, score2, vc2)
Bc <- calcBcross(AB1$sc, AB2$sc, n)

W <- cbind(rbind(-AB1$B %*% chol2inv(chol(AB1$A)),
t(Bc) %*% chol2inv(chol(AB1$A))),
rbind(-Bc %*% chol2inv(chol(AB2$A)),
AB2$B %*% chol2inv(chol(AB2$A))))
W <- cbind(rbind(-AB1$B %*% AB1$Ainv,
t(Bc) %*% AB1$Ainv),
rbind(-Bc %*% AB2$Ainv,
AB2$B %*% AB2$Ainv))

lamstar <- eigen(W, only.values=TRUE)$values
## Discard imaginary part, as it only occurs for tiny eigenvalues?
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