OK. Now I have compiled R 1.7.1 myself on my Windows XP pro computer with
the recommended tools and MingW 2.0.0-3.
Here is what I got:
a <- abs(matrix(rnorm(800*800)/2, ncol=800, nrow=800))
system.time(b <- a^1000)[3]
R 1.7.0 : 1.00 sec
R 1.7.1 (from CRAN): 4.59 sec
R 1.7.1 (custom) : 0.99 sec
phi <- 1.6180339887498949
a <- floor(runif(750000)*1000)
system.time(b <- (phi^a - (-phi)^(-a))/sqrt(5))[3]
R 1.7.0 : 0.90 sec
R 1.7.1 (from CRAN): 11.80 sec
R 1.7.1 (custom) : 1.08 sec
It seems thus that the problem originates in the Windows compilation of the
CRAN version of R 1.7.1. We will wait Duncan Murdoch for some more
explanation. I cannot place the custom rw1071.exe on my web site because it
is too large (almost 22 Mb). For the moment, you should recompile from
source by yourself to get top speed in R 1.7.1.
Best,
Philippe Grosjean
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