[Developers] faster ludecomp in C++ for creating adjoint code

otter otter at otter-rsch.com
Mon Sep 15 12:03:48 PDT 2014


After much pain I have produced a C++ version of the LU decomposition which
is suitable for producing adjoint code for ADMB and perhaps cppad. 
(Don't know what adjoint
code for cppad is as yet!)  This code is about 25 times faster than the 
current
ADMB code for a 2,000 x 2,000 matrix and about 4 times slower than the 
Openblas
code which contains optimized assembler and Fortrash.  Any suggestion 
for improvements
would be welcome.  Per usual I will hold my breath.


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