Hi Steve,
Timing:
i use:
int start_s=clock();
..
..
int stop_s=clock();
cout << "time: " << (stop_s-start_s)/double(CLOCKS_PER_SEC)*1000 << endl;
Function:
Whatever it is, it's coming from these three functions (when i uncoment them,
the rest of the code runs in comparable speed).
using namespace Rcpp;
using namespace Eigen;
using namespace std;
using Eigen::MatrixXf;
using Eigen::VectorXf;
using Eigen::RowVectorXf;
VectorXi SampleR(int& m,int& p){
int i,j,n=m;
VectorXi x(n);
VectorXi y(p);
x.setLinSpaced(n,0,n-1);
VectorXf urd = VectorXf::Random(p).array().abs();
for(i=0;i<p;i++){
j=n*urd(i);
y(i)=x(j);
--n;
x(j)=x(n);
}
return y;
}
VectorXf FindLine(MatrixXf& xSub,RowVectorXf& xSub_mean){
int h = xSub.rows();
int p = xSub.cols();
VectorXi RIndex = SampleR(h,p);
VectorXf beta(p);
Eigen::Matrix<float,16,16>A;
for(int i=1;i<p;i++) A.block(i,0,1,p)=xSub.row(RIndex(i));
A.block(0,0,1,p) = xSub_mean;
beta = VectorXf::Ones(p);
beta = A.topLeftCorner(p,p).lu().solve(beta);
beta/=beta.norm();
return beta;
}
VectorXf OneDir(MatrixXf& x,MatrixXf& xSub,RowVectorXf& xSub_mean,int& h,
VectorXf& proj){
VectorXf beta(x.cols());
beta = FindLine(xSub,xSub_mean);
proj = ((x*beta).array()-xSub_mean.dot(beta)).square();
std::nth_element(proj.data(),proj.data()+h,proj.data()+proj.size());
return log(proj.head(h).mean());
}
What do you think --is there something geeky here?
Best,
>Hi Kaveh,
>
>On Sat, Mar 10, 2012 at 5:58 PM, Kaveh Vakili <[email protected]> wrote:
>> Hi all,
>>
>> the same code when timed in cpp (i.e. without any interfacing with R)
>> runs about 2 times faster than when called from R and timed from R's
>> system.time(). In this type of overhead normal or is it a sign i'm doing
>> something not optimally?
>
>You'll have to provide the code you are using for test (the plain c++
>as well as the R/Rcpp hybrid) if you really want smoke this out.
>
>My guess is that you're doing something a bit wonky (and it might just
>be in how you are timing it), but it's impossible to say.
>
>-steve
>
>--
>Steve Lianoglou
>Graduate Student: Computational Systems Biology
> | Memorial Sloan-Kettering Cancer Center
> | Weill Medical College of Cornell University
>Contact Info: http://cbio.mskcc.org/~lianos/contact
>
>
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