On 3 May 2012 at 08:20, Whit Armstrong wrote:
| Doug,
|
| Apologies for my question, it's a little off topic from your original
| post (hence the modified subject).
|
| I've integrated Armadillo into the new mcmc packages I've been
| developing without giving much thought to Eigen.
|
| Unfortunately, the benchmarks page on the Armadillo site doesn't
| provide an Eigen benchmark: http://arma.sourceforge.net/speed.html
|
| Likewise, for the Eigen benchmark page:
| http://eigen.tuxfamily.org/index.php?title=Benchmark
|
| In your experience, do you find it to be faster than Armadillo? Have
| you done any benchmarking? If so, can you share the results (or the
| code)?
I have two data points for you:
a) Section 4.7 of the RcppEigen vignette has a fairly extensive timing
comparison which includes a table:
http://cran.r-project.org/web/packages/RcppEigen/vignettes/RcppEigen-intro-nojss.pdf
That code is in the package.
b) The CRAN package robustHD implements robust high-dimensional data methods
using RcppArmadillo; Andreas Alfons also chose to provide an RcppEigen based
'drop-in' that can be used where Eigen works and as I recall he stated
issues on OS X. Andreas sent me some comparisons which generally showed
another slight pick-up from Eigen comparable to what a) shows. Andreas
also posted here, though no real benchmarks.
Hope this helps, Dirk
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