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Computing an Inner Product with RcppParallel

July 14, 2014
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Computing an Inner Product with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelReduce function can be used aggreggate values from a set of inputs in parallel. This article describes using RcppParallel to parallelize the inner-product example previously posted to the Rcpp Gallery. Serial Version First the serial version of computing the inner product. For this we use a...

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Computing an Inner Product with RcppParallel

July 14, 2014
By
Computing an Inner Product with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelReduce function can be used aggreggate values from a set of inputs in parallel. This article describes using RcppParallel to parallelize the inner-product example previously posted to the Rcpp Gallery. Serial Version First the serial version of computing the inner product. For this we use a...

Read more »

Parallel Distance Matrix Calculation with RcppParallel

July 14, 2014
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Parallel Distance Matrix Calculation with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelFor function can be used to convert the work of a standard serial “for” loop into a parallel one. This article describes using RcppParallel to compute pairwise distances for each row in an input data matrix and return an n x n lower-triangular distance matrix which...

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Parallel Distance Matrix Calculation with RcppParallel

July 14, 2014
By
Parallel Distance Matrix Calculation with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelFor function can be used to convert the work of a standard serial “for” loop into a parallel one. This article describes using RcppParallel to compute pairwise distances for each row in an input data matrix and return an n x n lower-triangular distance matrix which...

Read more »

Summing a Vector in Parallel with RcppParallel

June 28, 2014
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Summing a Vector in Parallel with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelReduce function can be used aggreggate values from a set of inputs in parallel. This article describes using RcppParallel to sum an R vector. Serial Version First a serial version of computing the sum of a vector. For this we use a simple call to the STL std::accumulate function: #include...

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Transforming a Matrix in Parallel using RcppParallel

June 28, 2014
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Transforming a Matrix in Parallel using RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelFor function can be used to convert the work of a standard serial “for” loop into a parallel one. This article describes using RcppParallel to transform an R matrix in parallel. Serial Version First a serial version of the matrix transformation. We take the square root of each...

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Transforming a Matrix in Parallel using RcppParallel

June 28, 2014
By
Transforming a Matrix in Parallel using RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelFor function can be used to convert the work of a standard serial “for” loop into a parallel one. This article describes using RcppParallel to transform an R matrix in parallel. Serial Version First a serial version of the matrix transformation. We take the square root of each...

Read more »

Summing a Vector in Parallel with RcppParallel

June 28, 2014
By
Summing a Vector in Parallel with RcppParallel

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelReduce function can be used aggreggate values from a set of inputs in parallel. This article describes using RcppParallel to sum an R vector. Serial Version First a serial version of computing the sum of a vector. For this we use a simple call to the STL std::accumulate function: #include...

Read more »

Speed Chain Ladder Analysis with Rcpp

June 23, 2014
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Speed Chain Ladder Analysis with Rcpp

The Chain Ladder method is an actuarial technique used for projecting incurred insurance claims to their ultimate loss values. The data exists as claims triangles where the claims for each accounting year increments down the rows and the claims for eac...

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Speed Chain Ladder Analysis with Rcpp

June 23, 2014
By
Speed Chain Ladder Analysis with Rcpp

The Chain Ladder method is an actuarial technique used for projecting incurred insurance claims to their ultimate loss values. The data exists as claims triangles where the claims for each accounting year increments down the rows and the claims for eac...

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