On 13/06/12 19:13, Steve Lianoglou wrote:
Just to reiterate:
On Wed, Jun 13, 2012 at 1:39 PM, MISRA, SANJOG
wrote:
Look at
http://r.research.att.com/tools/
RcppArmadillo installs and works perfectly fine for me.
Your life will be a lot easier if you stick with the gfortran that
Simon packag
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
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
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
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
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
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
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
