[Rcpp-devel] rcpp overhead

Hi Steve,

Timing:

i use:

int start_s=clock();
..
..
int stop_s=clock();
cout << "time: " << (stop_s-start_s)/double(CLOCKS_PER_SEC)*1000 << endl;

Function:
Whatever it is, it's coming from these three functions (when i uncoment them, the rest of the code runs in comparable speed).

using namespace Rcpp;
using namespace Eigen;
using namespace std;
using Eigen::MatrixXf;
using Eigen::VectorXf;
using Eigen::RowVectorXf;

VectorXi SampleR(int& m,int& p){
	int i,j,n=m;
	VectorXi x(n);
	VectorXi y(p);
	x.setLinSpaced(n,0,n-1);
	VectorXf urd = VectorXf::Random(p).array().abs();
	for(i=0;i<p;i++){
		j=n*urd(i);
		y(i)=x(j);
		--n;
		x(j)=x(n);
    	}
	return y;		
}
VectorXf FindLine(MatrixXf& xSub,RowVectorXf& xSub_mean){
	int h = xSub.rows();
	int p = xSub.cols();
	VectorXi RIndex = SampleR(h,p);
	VectorXf beta(p);
	Eigen::Matrix<float,16,16>A;
	for(int i=1;i<p;i++)	A.block(i,0,1,p)=xSub.row(RIndex(i));
	A.block(0,0,1,p) = xSub_mean;
	beta = VectorXf::Ones(p);		
	beta = A.topLeftCorner(p,p).lu().solve(beta);
	beta/=beta.norm();
	return beta;
}
VectorXf OneDir(MatrixXf& x,MatrixXf& xSub,RowVectorXf& xSub_mean,int& h,
VectorXf& proj){
VectorXf beta(x.cols());
beta = FindLine(xSub,xSub_mean);
proj = ((x*beta).array()-xSub_mean.dot(beta)).square();
std::nth_element(proj.data(),proj.data()+h,proj.data()+proj.size());
return log(proj.head(h).mean());
}

What do you think --is there something geeky here?

Best,