As Romain already mentioned, there could be rather a memory issue - copying is one issue. Very often time gets lost in loads and writes with cache misses. How large are your matrices? Have you done a memory-profiling?
Best Simon On 06 Nov 2013, at 19:04, Xavier Robin <xav...@cbs.dtu.dk> wrote: > On 11/6/13 6:38 PM, Romain Francois wrote: >> This very much depends on the code but there is a good chance that >> RcppArmadillo will generate code making less data copies, etc ... >> >> Hard to say without seeing the code. >> >> Romain >> > Most of the code (or at least the slow, highly repeated parts) look like: > >> A <- t(c + t(W) %*% X) >> E <- (exp(A) * (1 - 1 / A) + 1 / A) / (exp(A) - 1) >> E[abs(A) < sqrt(.Machine$double.eps) * 2 ] <- 0.5 >> >> B <- t(b + W %*% t(E)) >> X2 <- 1 / (1 + exp(-B)) >> >> A2 <- t(c + t(W) %*% X2) >> E2 <- (exp(A2) * (1 - 1 / A2) + 1 / A2) / (exp(A2) - 1) >> E2[abs(A2) < sqrt(.Machine$double.eps) * 2 ] <- 0.5 >> >> delta <- (t(X) %*% E - t(X2) %*% E2) >> W <- W + delta > > Where b and c are vectors, W and X matrices. All this is encapsulated in a > function, that is called a few thousand times in a for loop, with some sanity > checks. (But it didn't appear to have much impact on the speed... if I remove > the matrix operations so it does nothing, it executes nearly instantly). I > understand from Dirk and Douglas that it probably isn't going to make a huge > difference, though (not by orders). > > 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
