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Published 20 hours ago • verified publisher icon lukesonnet

Farm out as much as possible to Rcpp

Open lukesonnet opened this issue 7 years ago • 0 comments

Things that should be checked for and moved to Rcpp:

  • Any trace functions should be moved from sum(diag(x)) to trace_mat (~5x faster)
  • Any multiplications of a matrix with a diagonal matrix should be moved to mult_diag

lukesonnet avatar Aug 06 '17 07:08 lukesonnet