it seems to me that every single call to t() can be avoided. Kasper
On Wed, Nov 6, 2013 at 1:19 PM, Simon Zehnder <szehn...@uni-bonn.de> wrote: > 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 >
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