Re: [Rcpp-devel] Parallel random numbers using Rcpp and OpenMP

Matteo, On 28 April 2014 at 01:30, Matteo Fasiolo wrote: | Dear Rcpp developers, | |  I am working on a small package (here) that should provide efficient tools  | for the multivariate normal distribution using Rcpp/RcppArmadillo and OpenMP. |   | Creating functions that evaluate the multivaria

[Rcpp-devel] Parallel random numbers using Rcpp and OpenMP

Dear Rcpp developers, I am working on a small package (here ) that should provide efficient tools for the multivariate normal distribution using Rcpp/RcppArmadillo and OpenMP. Creating functions that evaluate the multivariate normal density efficiently was fairly

Re: [Rcpp-devel] Significant difference in performance when computing Ax

I understand and agree that it is a feature; I just should have realized that crossprod using a fast BLAS is an unfair comparison to non-BLAS using routines. Then again, it's another reason to use fast BLAS's. I wish that R for windows would allow the use of an optimized LAPACK too. Oh well. Thank

Re: [Rcpp-devel] Significant difference in performance when computing Ax

On 27 April 2014 at 14:34, Avraham Adler wrote: | I feel foolish now. I forgot to note that I build R using a Win64 | version of OpenBLAS (see | | for more). I'm certain that the speed in tcrossprod is coming from an | op

Re: [Rcpp-devel] Significant difference in performance when computing Ax

I feel foolish now. I forgot to note that I build R using a Win64 version of OpenBLAS (see for more). I'm certain that the speed in tcrossprod is coming from an optimized compile of R and BLAS. My apologies for any confusi

Re: [Rcpp-devel] setup RcppArmadillo for osx maverick 10.9.2

Ahmadou, Thanks so much for the follow-up! As I don't use OS X, I am mostly a bystander on these usage questions. On 27 April 2014 at 06:47, Ahmadou Dicko wrote: | | I am slowly switching to Rcpp (what a wonderful tool!).. The classic Rcpp | works fine.. but when I try to run a code wi