When I try running lmBenchmark.R I get the following error:
Rscript -e "source(system.file(\"examples\", \"lmBenchmark.R\", package =
\"RcppEigen\"))"
lm benchmark for n = 100000 and p = 40: nrep = 20
Error in .Call("fastLm", mm, y, PACKAGE = "RcppArmadillo") :
"fastLm" not available for .Call() for package "RcppArmadillo"
Calls: source ... replicate -> sapply -> lapply -> FUN -> eval -> eval ->
.Call
Timing stopped at: 0.001 0 0
Execution halted
This happens on both Mac OS X and Ubuntu 14, with R 3.1.1, Rcpp 0.11.3,
RcppArmadillo 0.4.450.1.0, RcppEigen 0.3.2.2.0, RcppGSL 0.2.2 and
rbenchmark 1.0.0
Note that if I run do_bench() manually but remove exprs$arma then it runs
fine:
> print(do_bench())
lm benchmark for n = 100000 and p = 40: nrep = 20
test relative elapsed user.self sys.self
3 LDLt 1.000 0.489 0.483 0.006
8 LLt 1.004 0.491 0.484 0.007
6 SymmEig 3.043 1.488 1.321 0.162
7 QR 5.681 2.778 2.612 0.166
2 PivQR 5.873 2.872 2.723 0.150
1 lm.fit 7.229 3.535 3.467 0.069
4 GESDD 18.826 9.206 8.968 0.240
5 SVD 35.307 17.265 16.893 0.376
9 GSL 140.135 68.526 68.304 0.209
RcppGSL doesn't have this problem, only RcppArmadillo.
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