Re: [Rcpp-devel] Inverting a triangular matrix appears slow using Armadillo and openblas

2024-10-20 Thread Iñaki Ucar
On Fri, 18 Oct 2024 at 18:39, Robin Liu wrote: > Dear all, > > Computing the Cholesky factor of a matrix is on the order of n^3 while > inverting a triangular system is n^2. However, it appears that these two > operations take roughly the same time using armadillo. > > Unit: milliseconds > t

Re: [Rcpp-devel] Inverting a triangular matrix appears slow using Armadillo and openblas

2024-10-18 Thread Dirk Eddelbuettel
On 18 October 2024 at 09:39, Robin Liu wrote: | Dear all, | | Computing the Cholesky factor of a matrix is on the order of n^3 while | inverting a triangular system is n^2. However, it appears that these two | operations take roughly the same time using armadillo. | | Unit: milliseconds |      

[Rcpp-devel] Inverting a triangular matrix appears slow using Armadillo and openblas

2024-10-18 Thread Robin Liu
Dear all, Computing the Cholesky factor of a matrix is on the order of n^3 while inverting a triangular system is n^2. However, it appears that these two operations take roughly the same time using armadillo. Unit: milliseconds ticker mean sdminmax neval chol 80.81 3.0