[Rcpp-devel] How much speedup for matrix operations?

[Kasper Daniel Hansen]

it seems to me that every single call to t() can be avoided.

Kasper


On Wed, Nov 6, 2013 at 1:19 PM, Simon Zehnder <szehnder at uni-bonn.de> wrote:

> As Romain already mentioned, there could be rather a memory issue -
> copying is one issue. Very often time gets lost in loads and writes with
> cache misses. How large are your matrices? Have you done a memory-profiling?
>
> Best
> Simon
>
> On 06 Nov 2013, at 19:04, Xavier Robin <xavier at cbs.dtu.dk> wrote:
>
> > On 11/6/13 6:38 PM, Romain Francois wrote:
> >> This very much depends on the code but there is a good chance that
> RcppArmadillo will generate code making less data copies, etc ...
> >>
> >> Hard to say without seeing the code.
> >>
> >> Romain
> >>
> > Most of the code (or at least the slow, highly repeated parts) look like:
> >
> >>    A <- t(c + t(W) %*% X)
> >>    E <- (exp(A) * (1 - 1 / A) + 1 / A) / (exp(A) - 1)
> >>    E[abs(A) < sqrt(.Machine$double.eps) * 2 ] <- 0.5
> >>
> >>    B <- t(b + W %*% t(E))
> >>    X2 <- 1 / (1 + exp(-B))
> >>
> >>    A2 <- t(c + t(W) %*% X2)
> >>    E2 <- (exp(A2) * (1 - 1 / A2) + 1 / A2) / (exp(A2) - 1)
> >>    E2[abs(A2) < sqrt(.Machine$double.eps) * 2 ] <- 0.5
> >>
> >>    delta <- (t(X) %*% E - t(X2) %*% E2)
> >>    W <- W + delta
> >
> > Where b and c are vectors, W and X matrices. All this is encapsulated in
> a function, that is called a few thousand times in a for loop, with some
> sanity checks. (But it didn't appear to have much impact on the speed... if
> I remove the matrix operations so it does nothing, it executes nearly
> instantly). I understand from Dirk and Douglas that it probably isn't going
> to make a huge difference, though (not by orders).
> >
> > Thanks,
> > Xavier
> >
> > --
> > Xavier Robin, PhD
> > Cellular Signal Integration Group (C-SIG) - http://www.lindinglab.org
> > Center for Biological Sequence Analysis (CBS) - http://www.cbs.dtu.dk
> > Department of Systems Biology - Technical University of Denmark (DTU)
> > Anker Engelundsvej, Building 301, DK-2800 Lyngby, DENMARK.
> >
> > _______________________________________________
> > Rcpp-devel mailing list
> > Rcpp-devel at lists.r-forge.r-project.org
> > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
>
> _______________________________________________
> Rcpp-devel mailing list
> Rcpp-devel at lists.r-forge.r-project.org
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/rcpp-devel/attachments/20131106/6c6103a9/attachment.html>