similar to: [LLVMdev] LLVM for automatic differentiation or linear algebra?

Dear all, I am the author of an open-source package for mathematical optimization and automatic differentiation called CasADi (www.casadi.org) and have recently started realize the potential of the LLVM project. At the core of CasADi are two fast interpretors for mathematical expressions and I'm now planning to complement these with JIT-compilation using LLVM. Does anyone know if there is

Martin (see below) gives a good explanation of the difference between AD and symbolic differentiations. I'm of the opinion we can use both. However, the real issue as far as I'm concerned (from an optimizer's point of view, which may also be that of ODE and PDE folk) is that right now none of the offerings that we have are easy to use. Indeed, usability is one of the key issues in my

In efforts to improve optimization tools for R, one of my interests has been getting automatic differentiation capabilities so that analytic rather than numerical derivatives can be used. They would be helpful in several other areas besides optimization, My timings show factors of the order of 1000s in time improvements by avoiding numerical derivatives in some cases. There has been some work in

Hi I recently gave a presentation about Automatic Differentiation (AD) and R at the Eighth Euro AD Workshop in Oxford (17/07/09). The presentation was intended as a general introduction to R and the desire for a generic AD interface for R. During the presentation I emphasised the need and the high level of interest that the R community has in developing such an interface and that input from the

From the R Installation and Admin manual: "There is a tendency for re-distributors of R to use ?enhanced? linear algebra libraries without explaining their downsides.? There?s a downside not mentioned in the manual that caught and baffled me for a while. I was using all 64 cores of an AWS instance via parallel::mclapply() and doing matrix multiplications in the parallelized function. If

Hi, I'd like to install the optimized libraries on my Thinkpad with an Intel Core Solo chip, which apparently supports the following instruction sets: MMX, SSE, SSE2, SSE3 instruction sets, XD-Bit. In a recent r-help message, the following was said (by Dirk I think): <quote> Yes, on Ubuntu, use 'apt-get install atlas3-base' for basic tuned Atlas, or 'apt-get install

First of all, thanks to everybody for R. I have written a program in C that requires some basic matrix operations, namely the following: - matrix multiplication and addition, - determinant and transpose, - inverse of a symmetric matrix. Since I am a happy R user I thought I could call R from within my program for this purpose. I read "Writing R Extensions" and "R Internals"

> "There?s a downside not mentioned in the manual that caught and baffled me for a while. I was using all 64 cores of an AWS instance via parallel::mclapply() and doing matrix multiplications in the parallelized function. If the matrices were big enough the linked BLAS or LAPACK would try to use all 64 cores for each multiplication, which meant 64^2 processes or threads in some combination

Greetings: We are evaluating the performance of R matrix algebra es as we port a MATLAB R14 script into R. The MATLAB code basically evaluates the AX=B system on sparse matrices that result in output matrices of 100 to 1,000,000 rows/columns. Our R prototype script uses spase base matrices and the methods qr() and qr.coeff(). The following statements are called inside a doubly-nested loop: G

Dear all, I'm wondering if there are some ongoing projects for interior point methods in R (e.g. linking ipopt from Coin written in C++ to R) and for automatic differentiation in R (e.g. linking openAD available in C++ and Fortran) ? Many thanks, David [[alternative HTML version deleted]]

Hi R People: Is there a package for automatic differentiation, please? thanks in advance, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

Greetings, My team at Numerix LLC (www.numerix.com) is spinning up what I expect to be a long term effort using LLVM to generate fast code for calculations on financial instruments. One area we will apply apply LLVM is compiling instead of interpreting our domain specific language (DSL) that our customers use for modeling complex financial instruments to dramatically improve performance. A less

I also have this questions for this. I wonder if R initiates a system environment or options to instruct the packages on the number of cores to use? It doesn't have to be mandatory for now, but at least package maintainers can have shared consensus and start to adopt this humble settings rather than abusing parallel::detectCores() to max out the number of threads by default. > On Aug 7,

I don't normally have to go anywhere near this stuff , but it seems to me that this should be a straight-forward process in R. For the purposes of this enquiry I thought I would use something I can work out on my own. So I have my matrix and the right hand results from that matrix tdata <- matrix(c(0,1,0,-1,-1,2,0,0,-5,-6,0,0,3,-5,-6,1,-1,-1,0,0),byrow = T,ncol = 5) sumtd <-

On 21/03/2005, at 10:09 PM, David Firth wrote: > I am sorry that I wasn't clear. All that I meant was that *this* > problem can result in different behaviour in "ordinary" statistical > applications. For example, if the objective function in a call to > optim() involves calling one of these linear algebra routines, the > result may be NaN (on systems other than Mac

No, blas/veclib is tested, so aprt this extreme case you should report some other more commonly used cases in which something fails on OS X. This will help us to work it out. As said, I'll try some tests without using veclib and let you know. I've fowarded this mail to r-devel, which seems to be the right place, so for future msg on the subject please use r-devel. stefano On

Hi, Could anyone tell me what is the command used in R to do 1. Differentiation 2. Newton Raphson method (Numerical Analysis in general...) Are there any packages separately for this? Thanks for your help! BR, Shubha [[alternative HTML version deleted]]

[Resend: I don't know why Reply-to-all button comes after Repy one] On Sat, Nov 13, 2010 at 1:42 AM, Daniel Dunbar <daniel at zuster.org> wrote: > Hi, > > I am starting to poke at the LLVM JIT, which seems to be in need of some TLC. > > If you are a "sophisticated" JIT user and are using either internal > APIs (either by integrating with LLVM, or by other C++

Dear Alberto, There are fisheries people also in Europe using AD Model Builder (Denmark and England for instance), but you are probably right that it is more widespread in North America. There is also effort going on where people try to make assessment models written in ADMB callable from R. best regards, hans > think AD Model Builder is mainly used for fisheries assessment in North

Dear all, I want to program my own models about Stochastic Frontier Analysis and Linear programming (Data Envelopment Analysis). In this context, is there anyone that may help me with some simple tutorials and scripts about these issues? Thanks a lot. -- Marcus Vinicius Pereira de Souza, Prof. [[alternative HTML version deleted]]