2 days ago, I posted my long message about the observed slowdown in a package between R-2.15.0 and R-2.15.2.
Uwe Ligges urged me to make a self-contained R example. That was the encouragement I needed. I tracked the problem down to a failing use of a LAPACK routine. R's LAPACK C interface changed one variable in one function. But it turned out to be an important change. In case others have code that is behaving in unexpected says, I'd urge package writers to double-check their usage of the Cholesky inverse. Here are details: In R 2.15.0, src/main/lapack.c, we have the prototype: SEXP La_chol (SEXP A) BUT in R 2.15.2, the prototype changed: SEXP La_chol (SEXP A, SEXP pivot) In the problem case I was studying, the effort to use La_chol was wrapped in a "try" catch framework, and when Cholesky failed, it fell back to a singular value decomposition. That's much slower, of course. Hence the program seemed slower under R-2.15.2, but it was really failing in a way that I had not noticed. pj -- Paul E. Johnson Professor, Political Science Assoc. Director 1541 Lilac Lane, Room 504 Center for Research Methods University of Kansas University of Kansas http://pj.freefaculty.org http://quant.ku.edu ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
