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.