Re: [Gretl-devel] slight qform() generalization
Am 02.10.2014 um 01:29 schrieb Allin Cottrell:
Let me just add a footnote to this discussion. My claim, infra, is
more or less, "Don't try to second-guess gretl in respect of matrix
operations, just write the 'natural' code (e.g. "X'X" for X'X)
and
chances are you'll get optimal performance."
I'm reasonably confident about this in general, but there may well
be some counter-examples. If you find one, please let us know and
we'll try to fix it.
Well, the whole thing started because of the help text of qform():
"Using this function instead of ordinary matrix multiplication
guarantees more speed and better accuracy." So this would seem like an
exception to your rule?
(If so, I guess it would come from leveraging the extra information that
the matrix A is symmetric.)
thanks,
sven