Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-18 Thread Davor Cubranic
As I understand it, both Ra and the R 'compiler' package are bytecode JITs, so roughly like Java '.class' and Emacs '.elc' files. There is no current method that compiles R into machine code, which is what JIT in the JVM does, and which is why Java does so well in the language shootout [1]. D

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-18 Thread Antonio Piccolboni
Ooops, wrong JIT! Dirk is absolutely right. I meant to say see enableJIT is the compiler package, see http://www.r-statistics.com/2012/04/speed-up-your-r-code-using-a-just-in-time-jit-compiler/ I second Dirk's comments on Ra. Antonio On Mon, Jun 18, 2012 at 12:53 PM, Dirk Eddelbuettel wrote:

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-18 Thread Dirk Eddelbuettel
On 18 June 2012 at 11:55, Antonio Piccolboni wrote: | | | On Sun, Jun 17, 2012 at 9:09 PM, c s wrote: | |  Another is | R.  I believe R currently doesn't have a JIT compiler (I haven't | checked lately), and hence the very useful Rcpp fills in the | performance gap. | | | |

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-18 Thread Antonio Piccolboni
On Sun, Jun 17, 2012 at 9:09 PM, c s wrote: > Another is > R. I believe R currently doesn't have a JIT compiler (I haven't > checked lately), and hence the very useful Rcpp fills in the > performance gap. > Still work in progress but see http://www.milbo.users.sonic.net/ra/jit.html. Doesn't

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-18 Thread Douglas Bates
On Sun, Jun 17, 2012 at 11:09 PM, c s wrote: > On Sun, Jun 17, 2012 at 4:21 AM, Douglas Bates wrote: >> These comments may provoke a heated response from Conrad but, >> if so, I don't plan to respond further.  Eigen and Armadillo are different >> approaches, each with their own advantages and disa

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-17 Thread c s
On Sun, Jun 17, 2012 at 4:21 AM, Douglas Bates wrote: > These comments may provoke a heated response from Conrad but, > if so, I don't plan to respond further.  Eigen and Armadillo are different > approaches, each with their own advantages and disadvantages. I'm actually in favour of heterogeneous

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-16 Thread Douglas Bates
On Thu, Jun 14, 2012 at 2:36 PM, Dirk Eddelbuettel wrote: > > On 15 June 2012 at 02:56, c s wrote: > | Simply installing ATLAS (which provides speed-ups for several Lapack > | functions) on Debian/Ubuntu systems can already make a big difference. > |  (Debian & Ubuntu use a trick to redirect Lapac

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread Dirk Eddelbuettel
On 15 June 2012 at 02:56, c s wrote: | Simply installing ATLAS (which provides speed-ups for several Lapack | functions) on Debian/Ubuntu systems can already make a big difference. | (Debian & Ubuntu use a trick to redirect Lapack and Blas calls to | ATLAS). Under Mac OS X, the Accelerate framew

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread Dirk Eddelbuettel
On 14 June 2012 at 10:14, Julian Smith wrote: | That's useful to know about what svd_econ() exactly does. I will give that a | shot and report back. It doesn't buy anything -- same example as before but now with svd_econ(). R> require(RcppArmadillo) Loading required package: RcppArmadillo Loadin

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread c s
On Jun 15, 2012 12:11 AM, "Dirk Eddelbuettel" wrote: > Thanks for that earlier hint re 'thin' and 'full' SVDs. Armadillo has the standard svd() and the thin version too: svd_econ(). See http://arma.sourceforge.net/docs.html#svd_econ > Conrad, any interest in switching to dgesdd? Yes, but this is

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread Julian Smith
That's useful to know about what svd_econ() exactly does. I will give that a shot and report back. Has anyone looked at integrating something like SLEPc, Anasazi(via Trilinos) or ARPACK++ into rcpp? These would be some really cool tools to have available. http://www.grycap.upv.es/slepc/descriptio

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread c s
On Thu, Jun 14, 2012 at 4:43 AM, Dirk Eddelbuettel wrote: > And you should find Eigen to be a little faster. Andreas Alfons went as far > as building 'robustHD' using RcppArmadillo with a drop-in for RcppEigen > (in package 'sparseLTSEigen'; both package names from memmory and > I may have mistype

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread Dirk Eddelbuettel
On 14 June 2012 at 08:01, Douglas Bates wrote: | On Wed, Jun 13, 2012 at 6:53 PM, Julian Smith wrote: | > Doesn't svd in R by default compute D, U and V? | | > http://stat.ethz.ch/R-manual/R-patched/library/base/html/svd.html | | You're right but the default is the 'thin' U when X is n by p and

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-14 Thread Douglas Bates
On Wed, Jun 13, 2012 at 6:53 PM, Julian Smith wrote: > Doesn't svd in R by default compute D, U and V? > http://stat.ethz.ch/R-manual/R-patched/library/base/html/svd.html You're right but the default is the 'thin' U when X is n by p and n >= p. Does the svd in Armadillo return the full n by n m

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Julian Smith
Doesn't svd in R by default compute D, U and V? http://stat.ethz.ch/R-manual/R-patched/library/base/html/svd.html On Wed, Jun 13, 2012 at 4:07 PM, Douglas Bates wrote: > On Wed, Jun 13, 2012 at 5:16 PM, Dirk Eddelbuettel wrote: > > > > On 13 June 2012 at 15:05, Julian Smith wrote: > > | I agre

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Douglas Bates
On Wed, Jun 13, 2012 at 5:16 PM, Dirk Eddelbuettel wrote: > > On 13 June 2012 at 15:05, Julian Smith wrote: > | I agree that RcppEigen is a little bit faster, but ease of use is important > to > | me, so I feel like RcppArmadillo might win out in my application. > > Yup, that my personal view too

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Dirk Eddelbuettel
On 13 June 2012 at 17:16, Dirk Eddelbuettel wrote: | | On 13 June 2012 at 15:05, Julian Smith wrote: | | I agree that RcppEigen is a little bit faster, but ease of use is important to | | me, so I feel like RcppArmadillo might win out in my application. | | Yup, that my personal view too. | |

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Dirk Eddelbuettel
On 13 June 2012 at 15:05, Julian Smith wrote: | I agree that RcppEigen is a little bit faster, but ease of use is important to | me, so I feel like RcppArmadillo might win out in my application. Yup, that my personal view too. | | RcppArmadillo will use the very same LAPACK and BLAS libs your R

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Julian Smith
I agree that RcppEigen is a little bit faster, but ease of use is important to me, so I feel like RcppArmadillo might win out in my application. | RcppArmadillo will use the very same LAPACK and BLAS libs your R session | uses. So MKL, OpenBlas, ... are all options. Eigen actually has its own cod

Re: [Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Dirk Eddelbuettel
On 13 June 2012 at 10:57, Julian Smith wrote: | I've been toying with both RcppArmadillo and RcppEigen the past few days and | don't know which library to continue using. RcppEigen seems really slick, but | appears to be lacking some of the decompositions I want and isn't nearly as | fast to code.

[Rcpp-devel] Differences between RcppEigen and RcppArmadillo

2012-06-13 Thread Julian Smith
I've been toying with both RcppArmadillo and RcppEigen the past few days and don't know which library to continue using. RcppEigen seems really slick, but appears to be lacking some of the decompositions I want and isn't nearly as fast to code. RcppArmadillo seems about as fast, easier to code up e