On Thu, May 3, 2012 at 11:31 AM, Dirk Eddelbuettel <[email protected]> wrote: > > On 3 May 2012 at 10:33, Whit Armstrong wrote: > | Thanks for that. So, roughly 2x vs arma for lm fit. > > 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 To me it is more than a speed difference. Decompositions, Views, etc. in Eigen are methods for the basic matrix classes, which I find much more attractive than free-standing functions, as in Armadillo. To me the design of Eigen is comprehensive and consistent. > 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. We will release the Eigen-based lme4 rewrite and if there is no binary package for OS X I plan on pointing at Simon and Brian regarding the Mac OS X binary package creation. You can build the package for i386 OS X even with the old, buggy version of gcc shipped with XCode. The compiler error reported for the binary package of RcppEigen comes from trying to cross-compile C++ code on a i386 Mac for ppc Macs. There are many options for avoiding the problem but I haven't been able to interest those involved in creating OS X packages to look at it. At present Ben compiles OS X packages and makes them available in a repository on lme4.R-forge.R-project.org > | It would not be hard to test it on my logp functions in cppbugs... > | > | Perhaps after R/Fin. I'll post back once I get around to it. Thanks again. > | > | Cheers, > | Whit > | > | > | On Thu, May 3, 2012 at 8:43 AM, Dirk Eddelbuettel <[email protected]> wrote: > | > > | > 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 > | > > | > -- > | > R/Finance 2012 Conference on May 11 and 12, 2012 at UIC in Chicago, IL > | > See agenda, registration details and more at http://www.RinFinance.com > > -- > R/Finance 2012 Conference on May 11 and 12, 2012 at UIC in Chicago, IL > See agenda, registration details and more at http://www.RinFinance.com _______________________________________________ Rcpp-devel mailing list [email protected] https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
