Message-ID: <20811.24377.797830.632175@max.nulle.part>
Date: 2013-03-21T19:27:53Z
From: Dirk Eddelbuettel
Subject: [Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs Rnative lm
In-Reply-To: <FA07C4306DEF5743AC1DB451680DFF590FC22F6C@MKEXCHVS4.Mail.Fiserv.net>
On 21 March 2013 at 12:46, Smith, Dale wrote:
| At this point, I'm not interested in blazing speed, but in getting to know Armadillo itself.
Right. [ I just mentioned in the case where speed matters, the cost of setting
up the model.matrix dwarfs all differences between the linear algebra
setups. So even the various fastLm() methods can be slower than R's lm.fit()
if the former starts from "y ~ X" and the latter just gets lm.fit(X,y). ]
| Based on the thread
|
| http://thread.gmane.org/gmane.comp.lang.r.rcpp/3522
That is a good reminder of how testy these exchanges can become. And as
Conrad states really well in the thread, it is NOT about armadillo vs eigen,
but rather either one or both (as well as related libraries) against the very
closed and proprietary system that shall remain nameless.
| 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
That's nicely done, thanks for sharing. For what it is worth, I have also go
timing comparison go both ways but I have not done anything exhaustive.
| Some of you may find this document useful.
|
| http://verdandi.sourceforge.net/doc/linear_algebra_libraries.pdf
That may be a tad dated. Four years is a long time in this space which
everything that has happened.
Dirk
--
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com