[Rd] matrix multiplication speed R

2011-01-14 Thread oyvfos

Hi,
A quick bench-mark of an R matrix muliplication 500by500 X 500by1, all
random variates, with matlab reveals a huge difference in speed (5 times at
least). Is there anything that can be done in R to speed up the
multiplication?
Kind regards,  Oyvind
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Re: [Rd] matrix multiplication speed R

2011-01-14 Thread oyvfos

Thanks very much, Uwe. The calculation time is now comparable with matlab.
Oyvind
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[Rd] Max likelihood using GPU

2011-05-18 Thread oyvfos
Dear all,
Probably many of you experience long computation times when estimating large
number of parameters using maximum likelihood  with functions that reguire
numerical methods such as integration or root-finding. Maximum likelihood is
an example of paralellization that could sucessfully utilize GPU. The
general algorithm is described here:
http://openlab-mu-internal.web.cern.ch/openlab-mu-internal/03_Documents/4_Presentations/Slides/2010-list/CHEP-Maximum-likelihood-fits-on-GPUs.pdf.
Is it possible to implement this algorithm in R ? 
Kind regards, Oyvind Foshaug

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[Rd] Error using RcppGSL

2011-06-21 Thread oyvfos
Hi, I get an error using RcppGSL: fatal error: gsl/gsl_vector.h:No such file
or directory.  What is the best way to install these files as they seem to
be missing?
Thanks,
Oyvind


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