Thanks for that. So, roughly 2x vs arma for lm fit. It would not be hard to test it on my logp functions in cppbugs...
Perhaps after R/Fin. I'll post back once I get around to it. Thanks again. Cheers, Whit On Thu, May 3, 2012 at 8:43 AM, Dirk Eddelbuettel <[email protected]> wrote: > > On 3 May 2012 at 08:20, Whit Armstrong wrote: > | Doug, > | > | Apologies for my question, it's a little off topic from your original > | post (hence the modified subject). > | > | I've integrated Armadillo into the new mcmc packages I've been > | developing without giving much thought to Eigen. > | > | Unfortunately, the benchmarks page on the Armadillo site doesn't > | provide an Eigen benchmark: http://arma.sourceforge.net/speed.html > | > | Likewise, for the Eigen benchmark page: > | http://eigen.tuxfamily.org/index.php?title=Benchmark > | > | In your experience, do you find it to be faster than Armadillo? Have > | you done any benchmarking? If so, can you share the results (or the > | code)? > > I have two data points for you: > > a) Section 4.7 of the RcppEigen vignette has a fairly extensive timing > comparison which includes a table: > > http://cran.r-project.org/web/packages/RcppEigen/vignettes/RcppEigen-intro-nojss.pdf > That code is in the package. > > b) The CRAN package robustHD implements robust high-dimensional data methods > using RcppArmadillo; Andreas Alfons also chose to provide an RcppEigen > based > 'drop-in' that can be used where Eigen works and as I recall he stated > issues on OS X. Andreas sent me some comparisons which generally showed > another slight pick-up from Eigen comparable to what a) shows. Andreas > also posted here, though no real benchmarks. > > Hope this helps, Dirk > > -- > R/Finance 2012 Conference on May 11 and 12, 2012 at UIC in Chicago, IL > See agenda, registration details and more at http://www.RinFinance.com _______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
