Re: [Rcpp-devel] OpenMP and Parallel BLAS

2015-05-27 Thread Saurabh B
he pragma. > > > > With your journey into OpenMP, these might help: > > Slides regarding OpenMP and RcppArmadillo: > > http://www.thecoatlessprofessor.com/wp-content/uploads/2014/09/hpc_parallel.pdf > > Demo code for using OpenMP with Armadillo & Eigen using the taper

[Rcpp-devel] OpenMP and Parallel BLAS

2015-05-26 Thread Saurabh B
Hi there, I am using gradient descent to reduce a large matrix of users and items. For this I am trying to use all 40 available cores but unfortunately my performance is no better than when I was using just one. I am new to openMP and RcppArmadillo so pardon my ignorance. The main loop is - #prag

Re: [Rcpp-devel] iterator for sparse Matrix

2014-01-22 Thread Saurabh B
Apologies, I will break it down and tackle one thing at a time... On Wed, Jan 22, 2014 at 8:13 PM, Dirk Eddelbuettel wrote: > > Saurabh, > > On 22 January 2014 at 18:04, Saurabh B wrote: > | I am running into many issues. Here they are ranked in order of > importance) - >

[Rcpp-devel] iterator for sparse Matrix

2014-01-22 Thread Saurabh B
Hi there, I am new to RcppArmadillo and very excited about the sparse matrix functionality it offers. I have a large optim that I wish to break down into stochastic descent in Rcpp to speed things up. To start small, I used a simple logisitic regression function that I have working in R - Norm <