[ADMB Users] LU decomposition revisited

dave fournier davef at otter-rsch.com
Sun Nov 25 11:09:22 PST 2012

For big spatial random effects models one needs to do the LU 
decomposition on
large matrices.  (could use choleski I guess but I wanted to revisit the 

I recall that there were some performance issues with this function so 
there was
a rollback.  (Maybe someone can refresh my memory on this issue) Anyway 
I was surprised
because the new version was supposed to access memory more efficiently. 
Maybe the
problem was with the variable (dvar_matrix) version. In any event I set 
up a little test
for comparison (attached)  For a 2000x2000 matrix the newer code is already
6 times faster.  It also has a good structure for mult-threading. Anyway 
I think we can make some
good gains here.
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