Posts Tagged ‘ benchmark ’

Benchmarking matrix creation

October 23, 2012
By
Benchmarking matrix creation

Sometimes it is useful to take a vector, or one column/row of a matrix, and build a new matrix of identical copies of that vector. There are lots of different ways to do this, but I just discovered a new, and very straightforward way to do this with m...

Read more »

How to add a benchmark to a variance matrix

October 1, 2012
By
How to add a benchmark to a variance matrix

There is a good way and a bad way to add a benchmark to a variance matrix that will be used for optimization and similar operations.  Our examination sheds a little light on the process of variance matrix estimation in this realm. Role of benchmarks Investing Benchmarks are common in investment management.  It’s my opinion … Continue reading...

Read more »

Changes in optimization performance of gcc over time

September 16, 2012
By
Changes in optimization performance of gcc over time

The SPEC benchmarks came out a year after the first release of gcc (in fact gcc was and still is one of the programs included in the benchmark). Compiling the SPEC programs using the gcc option -O2 (sometimes -O3) has always been the way to measure gcc performance, but after 25 years does this way

Read more »

microbenchmarking with R

April 28, 2012
By
microbenchmarking with R

I love to benchmark.  Maybe I’m a bit weird but I love to bench  everything in R.  Recently I’ve had people raise accuracy challenges to the typical system.time and rbenchmark package approaches to benchmarking.  I saw Hadley Wickham promoting the … Continue reading →

Read more »

Modern Microprocessor MIPS

April 2, 2009
By
Modern Microprocessor MIPS

The question of how modern microprocessors compare with mainframe processors of yore, arises from time to time. The vernacular rate metric that has persisted for a long time (long in the history of computers, that is) is MIPS. Whether you approve of M...

Read more »