The upcoming upgrade to Armadillo (version 3.2) will have a bunch of
speedups, including faster eigen-decomposition.
Armadillo 3.2 is currently in beta testing.


On Fri, May 4, 2012 at 2:31 AM, Dirk Eddelbuettel wrote:
> I do not think you will get '2x'.  I'd say between 1/5 to 1/3.
>
> Not neglible, but not earth-shattering given that
>
>  a) Armadillo is easier to work with (IMHO, and personal taste) and
>
>  b) you'd loose OS X as a platform on CRAN (as per Alfons example and why he
>     added sparseLTSEigen as a plugin for robustHD) and (AFAICT) why Doug
>     can't move forward with the Eigen-based lme4 rewrite.
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