My slow #Rstats program spends most of its time doing matrix*vector multiplication. Would rcppArmadillo improve things? @eddelbuettel
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Replying to @davidjayharris
Almost surely. But are you using the best blas right now? MT @davidjayharris Slow #Rstats program doing matrix*vector mult. #rstats

Dec 20, 2012 · 9:34 PM UTC

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Replying to @eddelbuettel
.@eddelbuettel no, swapping in a new blas is a good idea. Thanks!
Replying to @eddelbuettel
.@eddelbuettel RcppArmadillo cut my matrix*vector multiply times in half. Paying attention to vector types saved me another third. Thanks!
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