At this point, I'm not interested in blazing speed, but in getting to know Armadillo itself.
Based on the thread http://thread.gmane.org/gmane.comp.lang.r.rcpp/3522 I'm not completely convinced that Eigen is faster than Armadillo on all problems. I did find some additional benchmarks, which are not perfect, but do lead me to the same conclusion. http://nghiaho.com/?p=954 Some of you may find this document useful. http://verdandi.sourceforge.net/doc/linear_algebra_libraries.pdf Dale Smith, Ph.D. Senior Financial Quantitative Analyst Risk & Compliance Fiserv Office: 678-375-5315 www.fiserv.com -----Original Message----- From: Dirk Eddelbuettel [mailto:[email protected]] Sent: Thursday, March 21, 2013 12:52 PM To: Hadley Wickham Cc: Smith, Dale; [email protected] Subject: Re: [Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs Rnative lm On 21 March 2013 at 10:55, Hadley Wickham wrote: | > Should I expect the results to match? Why do fastLmProto and fastLm | > produce a single fitted parameter (I would expect two)? Why are they | > different? Am I doing something wrong here, or just being naïve in my assumptions? | | Hint: | | > coef(lm(y1 ~ x1 - 1, data = anscombe)) | x1 | 0.7968032 Also the Gallery article may not be the most exhaustive reference -- are you aware that the packages RcppArmadillo RcppEigen RcppGSL all carry fastLm implementations with and with formula interface? Some of these also have timing benchmark examples. Another hint: If you care about speed, do NOT use the formula interface. I have factored out the Arma version (from RcppArmadillo/src/fastLm.cpp and the related R file) a few times. Hope this help, Dirk -- Dirk Eddelbuettel | [email protected] | http://dirk.eddelbuettel.com _______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
