[Rcpp-devel] How to increase the coding efficiency

Dear All,
I have modified the code as following. Since I found the old code had the
memory allocation issue, I calculated each term of the matrix with dim 4.
The speed is pretty much good now. But since I am not familiar with Rcpp,
the code sometimes will get error, like

 *** caught segfault ***
address 0x16, cause 'memory not mapped'
Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]),  :
  badly formed function expression
Calls: system.time ... apply -> FUN -> betahat -> .External ->
cpp_exception
Execution halted

I am not sure whether my following code has some big issue mentioned in
the above error hint. I repeatedly call the following function in my entire
code.


// [[Rcpp::depends(RcppArmadillo)]]

#include <RcppArmadillo.h>

using namespace Rcpp;

// [[Rcpp::export]]
List betahat(Function ker, double t0, NumericMatrix Xr, NumericMatrix yr,
NumericVector tr, double h, int m) {
  int n = Xr.nrow(), p = Xr.ncol();
  arma::mat X(Xr.begin(), n, p, false);
  arma::mat y(yr.begin(), n, 1, false);
  arma::colvec t(tr.begin(), tr.size(), false);
  arma::mat T = X;
  T.each_col() %= (t-t0)/h;
  arma::vec K =as<arma::vec>(ker(tr-t0,h))/m;
  double L1 = arma::accu(K%X.col(0)%X.col(0));
  double L2 = arma::accu(K%X.col(0)%X.col(1));
  double L3 = arma::accu(K%X.col(1)%X.col(1));
  double L4 = arma::accu(K%X.col(0)%T.col(0));
  double L5 = arma::accu(K%X.col(1)%T.col(0));
  double L6 = arma::accu(K%X.col(1)%T.col(1));
  double L7 = arma::accu(K%T.col(0)%T.col(0));
  double L8 = arma::accu(K%T.col(0)%T.col(1));
  double L9 = arma::accu(K%T.col(1)%T.col(1));
  double R1 = arma::accu(K%X.col(0)%y);
  double R2 = arma::accu(K%X.col(1)%y);
  double R3 = arma::accu(K%T.col(0)%y);
  double R4 = arma::accu(K%T.col(1)%y);
  arma::mat L(2*p,2*p);
  L(0,0)=L1;L(0,1)=L2;L(0,2)=L4;L(0,3)=L5;
  L(1,0)=L2;L(1,1)=L3;L(1,2)=L5;L(1,3)=L6;
  L(2,0)=L4;L(2,1)=L5;L(2,2)=L7;L(2,3)=L8;
  L(3,0)=L5;L(3,1)=L6;L(3,2)=L8;L(3,3)=L9;
  arma::mat R(2*p,1);
  R(0,0)=R1;R(1,0)=R2;R(2,0)=R3;R(3,0)=R4;
  arma::vec betahat = arma::solve(L,R);

  arma::colvec betahat0(betahat.begin(),betahat.size()/2,false);
  return List::create(Named("betahat") = betahat0);
}

Best wishes!

Honglang Wang

Office C402 Wells Hall
Department of Statistics and Probability
Michigan State University
1579 I Spartan Village, East Lansing, MI 48823
wangho16 at msu.edu



On Thu, Dec 6, 2012 at 2:10 AM, Darren Cook <darren at dcook.org> wrote:

this part will always make your code crawl along:

  arma::vec betahat = arma::inv(Inv)*arma::trans(D)*W*y;

I'd be very interested to see the before/after version of your code
code, Honglang. With timings. It'll make a good blog post or academic
paper (depending on just how many learnings you get from the process) :-)

Darren


--
Darren Cook, Software Researcher/Developer

http://dcook.org/work/ (About me and my work)
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