Dear All, I have modified the code as following. Since I found the old code had the memory allocation issue, I calculated each term of the matrix with dim 4. The speed is pretty much good now. But since I am not familiar with Rcpp, the code sometimes will get error, like
*** caught segfault *** address 0x16, cause 'memory not mapped' Error in betahat(ker, inv[l], cbind(inv[1:ll], inv[(ll + 1):(2 * ll)]), : badly formed function expression Calls: system.time ... apply -> FUN -> betahat -> .External -> cpp_exception Execution halted I am not sure whether my following code has some big issue mentioned in the above error hint. I repeatedly call the following function in my entire code. // [[Rcpp::depends(RcppArmadillo)]] #include <RcppArmadillo.h> using namespace Rcpp; // [[Rcpp::export]] List betahat(Function ker, double t0, NumericMatrix Xr, NumericMatrix yr, NumericVector tr, double h, int m) { int n = Xr.nrow(), p = Xr.ncol(); arma::mat X(Xr.begin(), n, p, false); arma::mat y(yr.begin(), n, 1, false); arma::colvec t(tr.begin(), tr.size(), false); arma::mat T = X; T.each_col() %= (t-t0)/h; arma::vec K =as<arma::vec>(ker(tr-t0,h))/m; double L1 = arma::accu(K%X.col(0)%X.col(0)); double L2 = arma::accu(K%X.col(0)%X.col(1)); double L3 = arma::accu(K%X.col(1)%X.col(1)); double L4 = arma::accu(K%X.col(0)%T.col(0)); double L5 = arma::accu(K%X.col(1)%T.col(0)); double L6 = arma::accu(K%X.col(1)%T.col(1)); double L7 = arma::accu(K%T.col(0)%T.col(0)); double L8 = arma::accu(K%T.col(0)%T.col(1)); double L9 = arma::accu(K%T.col(1)%T.col(1)); double R1 = arma::accu(K%X.col(0)%y); double R2 = arma::accu(K%X.col(1)%y); double R3 = arma::accu(K%T.col(0)%y); double R4 = arma::accu(K%T.col(1)%y); arma::mat L(2*p,2*p); L(0,0)=L1;L(0,1)=L2;L(0,2)=L4;L(0,3)=L5; L(1,0)=L2;L(1,1)=L3;L(1,2)=L5;L(1,3)=L6; L(2,0)=L4;L(2,1)=L5;L(2,2)=L7;L(2,3)=L8; L(3,0)=L5;L(3,1)=L6;L(3,2)=L8;L(3,3)=L9; arma::mat R(2*p,1); R(0,0)=R1;R(1,0)=R2;R(2,0)=R3;R(3,0)=R4; arma::vec betahat = arma::solve(L,R); arma::colvec betahat0(betahat.begin(),betahat.size()/2,false); return List::create(Named("betahat") = betahat0); } Best wishes! Honglang Wang Office C402 Wells Hall Department of Statistics and Probability Michigan State University 1579 I Spartan Village, East Lansing, MI 48823 wangh...@msu.edu On Thu, Dec 6, 2012 at 2:10 AM, Darren Cook <dar...@dcook.org> wrote: > > 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) > _______________________________________________ > Rcpp-devel mailing list > Rcpp-devel@lists.r-forge.r-project.org > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel >
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