AFAIR there was a similar discussion here: http://lists.r-forge.r-project.org/pipermail/rcpp-devel/2012-June/003888.html
Best Simon On 06 Nov 2013, at 18:35, Xavier Robin <xav...@cbs.dtu.dk> wrote: > Hi, > > I have a pure-R code that spends most of the time performing vector and > matrix operations, as shown by the summary of Rprof: >> self.time self.pct total.time total.pct >> "%*%" 903.24 77.67 903.24 77.67 >> "t.default" 76.26 6.56 76.26 6.56 >> "-" 36.60 3.15 36.60 3.15 >> "+" 24.44 2.10 24.44 2.10 >> "/" 24.22 2.08 24.22 2.08 >> "exp" 20.26 1.74 20.26 1.74 >> "predict.myClass" 17.68 1.52 503.82 43.32 >> "*" 11.90 1.02 11.90 1.02 >> "t" 9.38 0.81 811.94 69.82 >> "update.batch" 8.04 0.69 654.68 56.30 >> ... > So mostly matrix %*% matrix multiplications, transpositions, vector +-/* > matrix operations and exponentiations, representing >95% of the computation > time. > I have very few loops and if/else blocks. > > I want to speed up this code, and I am considering reimplementing it (or part > of it) with RcppEigen or RcppArmadillo. > > However, I read that both Eigen and Amarillo use the underlying BLAS, like R. > My question is, can I expect any significant speed-up from an Rcpp > re-implementation in this case, given it is already mostly matrix algebra > (which are supposed to be pretty efficient in R)? > > Thanks, > Xavier > > -- > Xavier Robin, PhD > Cellular Signal Integration Group (C-SIG) - http://www.lindinglab.org > Center for Biological Sequence Analysis (CBS) - http://www.cbs.dtu.dk > Department of Systems Biology - Technical University of Denmark (DTU) > Anker Engelundsvej, Building 301, DK-2800 Lyngby, DENMARK. > > _______________________________________________ > 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 _______________________________________________ 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
