I am a newbie so please bear with me if I provide irrelevant details.
I am trying to achieve the speeds reported in:
for the log function vsLn()
My simple C script containsjust one call to vsLn()
I compile it on windows using:
g++ -I"C:/PROGRA~1/R/R-212~1.1/include" -I"C:/Progra~1/Intel/ComposerXE-2011/mkl
/include" -O2 -Wall -c MKLvml_main.cc -o MKLvml_main.o
g++ -shared -s -static-libgcc -o MKLvml.dll tmp.def MKLvml_main.o C:/Progra~1/In
.lib -LC:/PROGRA~1/R/R-212~1.1/bin/i386 -lR
As you can see I am using sequential library. I also tried parallel and the results are the same.
Can someone please suggest what I can do to improve the speed?
Currently 10^8 log operations (in a loop of 10^3 iterations each computing the log of a 10^5 long vector) takes around 6s. Expected is less than .5s.
( The results I am getting are just 2x improvement over the default log calculation. I am working inside R just FYI.)