[ADMB Users] LU decomposition revisited
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
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
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.
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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