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

[Johnoel Ancheta]

Sure, it would be nice to do the comparison.

Thanks in advance,

Johnoel

On Mon, Sep 15, 2014 at 9:19 AM, dave fournier <davef at otter-rsch.com> wrote:

>  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> 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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>>
>
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