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Hi,
as long as I understand docs, qform() is not an option if A is identity.
But what if it is diagonal:
<hansl>
set verbose off
r = 20
c = 20
N = 10^6
x = mnormal(r, c)
A = I(c)
A[diag] = mnormal(c, 1)
set stopwatch
loop N
r1 = x'*A*x
endloop
printf "Total time: %f\n", $stopwatch
loop N
r2 = qform(x', A)
endloop
printf "Total time: %f\n", $stopwatch
</hansl>
On my no-so-new i7 8th gen (Haswell) I'm getting:
###########
gretl version 2024d-git
Current session: 2024-11-06 12:33
Total time: 6.207188
Total time: 6.925140
###########
Is that expected?
Marcin
On 06/11/2024 12:39, Marcin Błażejowski wrote:
Hi,
as long as I understand docs, qform() is not an option if A is identity.
But what if it is diagonal:
We introduced a faster variant in 2023c exactly for this case: the
second argument can be a vector, which is understood as the diagonal of
the middle matrix. Try appending this to your script:
<hansl>
dA = diag(A)
loop N
r3 = qform(x', dA)
endloop
printf "Total time: %f\n", $stopwatch
</hansl>
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
On 6.11.2024 14:41, Riccardo (Jack) Lucchetti wrote:
On 06/11/2024 12:39, Marcin Błażejowski wrote:
> Hi,
>
> as long as I understand docs, qform() is not an option if A is
> identity. But what if it is diagonal:
We introduced a faster variant in 2023c exactly for this case: the
second argument can be a vector, which is understood as the diagonal
of the middle matrix. Try appending this to your script:
Thanks :)
M
Am 06.11.2024 um 14:41 schrieb Riccardo (Jack) Lucchetti:
On 06/11/2024 12:39, Marcin Błażejowski wrote:
> Hi,
>
> as long as I understand docs, qform() is not an option if A is
> identity. But what if it is diagonal:
We introduced a faster variant in 2023c
It doesn't matter much now, but according to the changelog it was in
2023a. (https://gretl.sourceforge.net/ChangeLog.html)
cheers
sven
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Marcin Błażejowski -
Riccardo (Jack) Lucchetti -
Sven Schreiber