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

[Johnoel Ancheta]

Thanks Dave!  I'll provide feedback after testing...



On Mon, Sep 15, 2014 at 9:03 AM, otter <otter at otter-rsch.com> wrote:

> 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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