> 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)
http://dcook.org/blogs.html (My blogs and articles)
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