.
Ravi. From: peter dalgaard
[pda...@gmail.com] Sent: Thursday, August 18, 2011 6:37 PM To: Ravi
Varadhan Cc: 'cbe...@tajo.ucsd.edu'; r-de...@stat.math.ethz.ch;
'nas...@uottawa.ca' Subject: Re: [Rd] An example of very slow
computation
: Wednesday, August 17, 2011 2:33 PM
To: 'cbe...@tajo.ucsd.edu'; r-de...@stat.math.ethz.ch; 'nas...@uottawa.ca'
Subject: Re: [Rd] An example of very slow computation
Yes, the culprit is the evaluation of expm(A*t). This is a lazy way of
solving the system of ODEs, where you save analytic
Varadhan
Cc: 'cbe...@tajo.ucsd.edu'; r-de...@stat.math.ethz.ch; 'nas...@uottawa.ca'
Subject: Re: [Rd] An example of very slow computation
On Aug 17, 2011, at 23:24 , Ravi Varadhan wrote:
A principled way to solve this system of ODEs is to use the idea of
fundamental matrix, which is the same
]
On Behalf Of Ravi Varadhan
Sent: Wednesday, August 17, 2011 2:33 PM
To: 'cbe...@tajo.ucsd.edu'; r-de...@stat.math.ethz.ch; 'nas...@uottawa.ca'
Subject: Re: [Rd] An example of very slow computation
Yes, the culprit is the evaluation of expm(A*t). This is a lazy way of
solving the system of ODEs
This message is about a curious difference in timing between two ways of
computing the
same function. One uses expm, so is expected to be a bit slower, but a bit
turned out to
be a factor of 1000. The code is below. We would be grateful if anyone can
point out any
egregious bad practice in our
I think one difference is that negll() is fully vectorized - no loops, whereas
nlogL calls the function sol() inside sapply, i.e. a loop.
Michael
On 17 Aug 2011, at 10:27AM, John C Nash wrote:
This message is about a curious difference in timing between two ways of
computing the
same
John C Nash nas...@uottawa.ca writes:
This message is about a curious difference in timing between two ways of
computing the
same function. One uses expm, so is expected to be a bit slower, but a bit
turned out to
be a factor of 1000. The code is below. We would be grateful if anyone can
-
From: r-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org] On
Behalf Of cbe...@tajo.ucsd.edu
Sent: Wednesday, August 17, 2011 1:08 PM
To: r-de...@stat.math.ethz.ch
Subject: Re: [Rd] An example of very slow computation
John C Nash nas...@uottawa.ca writes:
This message is about
-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org] On
Behalf Of Ravi Varadhan
Sent: Wednesday, August 17, 2011 2:33 PM
To: 'cbe...@tajo.ucsd.edu'; r-de...@stat.math.ethz.ch; 'nas...@uottawa.ca'
Subject: Re: [Rd] An example of very slow computation
Yes, the culprit is the evaluation
On 17 Aug 2011, at 7:08PM, cbe...@tajo.ucsd.edu cbe...@tajo.ucsd.edu wrote:
John C Nash nas...@uottawa.ca writes:
This message is about a curious difference in timing between two ways of
computing the
same function. One uses expm, so is expected to be a bit slower, but a bit
turned out
Just a small addition:
If you replace below
sol-function(t)100-sum(expm(A*t)%*%x0)
by
sol-function(t){A@x=A@x*t;100-sum(expm(A)@x * x0)}
(ugly! But avoiding the conversions and generics)
The time on my machine drop further down to 0.3 seconds. (from the original 13
seconds, and then from the
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