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

[dave fournier]

On 09/15/2014 12:14 PM, Johnoel Ancheta wrote:

If you wan t I have code to call the Openblas version as well as a 
blocked version which stores the relevant matrices in
blocks as recommended by Dongarra et al  (but it does not seem to be 
worth the effort).


> Thanks Dave!  I'll provide feedback after testing...
>
>
>
> On Mon, Sep 15, 2014 at 9:03 AM, otter <otter at otter-rsch.com 
> <mailto: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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