<html><head><meta http-equiv="Content-Type" content="text/html charset=iso-8859-1"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;">wow! from n^2 to n*p is not a trivial speedup then - assuming n is the sample size :)<div><div><br></div><div>Y</div><div><br><div><div>On Mar 20, 2014, at 00:02, Diego Fabregat <<a href="mailto:fabregat@aices.rwth-aachen.de">fabregat@aices.rwth-aachen.de</a>> wrote:</div><br class="Apple-interchange-newline"><blockquote type="cite">
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From the log, it looks like by p I mean the width of XL (i.e.,
intercept + covariates).<br>
<br>
<div class="moz-cite-prefix">On 03/19/2014 11:57 PM, Yurii Aulchenko
wrote:<br>
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<div dir="ltr">Deiego, what is the "p" (n^2 -> np) in the Log
message?</div>
<div class="gmail_extra"><br>
<br>
<div class="gmail_quote">On Fri, Feb 7, 2014 at 6:32 PM, <span dir="ltr"><<a moz-do-not-send="true" href="mailto:noreply@r-forge.r-project.org" target="_blank">noreply@r-forge.r-project.org</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">Author:
dfabregat<br>
Date: 2014-02-07 18:32:24 +0100 (Fri, 07 Feb 2014)<br>
New Revision: 1600<br>
<br>
Modified:<br>
pkg/OmicABEL/src/REML.c<br>
Log:<br>
Performance improvement for REML estimation.<br>
Reusing precomputed data to replace an expensive<br>
n^2 gemv for a cheaper n*p gemv.<br>
<br>
<br>
Modified: pkg/OmicABEL/src/REML.c<br>
===================================================================<br>
--- pkg/OmicABEL/src/REML.c 2014-02-06 21:29:08 UTC (rev
1599)<br>
+++ pkg/OmicABEL/src/REML.c 2014-02-07 17:32:24 UTC (rev
1600)<br>
@@ -194,10 +194,15 @@<br>
// loglik = a + b<br>
// a -> log(det(M))<br>
// b -> YmXB' inv(M) YmXB<br>
- dgemv_(TRANS,<br>
+ /*dgemv_(TRANS,<br>
&n, &n,<br>
&ONE, Z, &n, YmXB, &iONE,<br>
- &ZERO, ZtY_upd, &iONE);<br>
+ &ZERO, ZtY_upd, &iONE);*/<br>
+ memcpy( ZtY_upd, ZtY, n * sizeof(double) );<br>
+ dgemv_( NO_TRANS,<br>
+ &n, &wXL,<br>
+ &MINUS_ONE, ZtX, &n, beta, &iONE,<br>
+ &ONE, ZtY_upd, &iONE );<br>
// YmXB' * inv( M ) * YmXB<br>
*loglik = 0.0;<br>
for (i = 0; i < n; i++ )<br>
<br>
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Yurii S. Aulchenko<br>
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