[R] Benchmark

[Yoon, Hoon (CICG - NY Program Trading)]

Hello:

  I modified benchmark used in
http://www.informatik.uni-frankfurt.de/~stst/benchspl.txt now the attached
code will work with R, except for last test for some reason (Sorry ran out
of time to play with this).
  Immediate problem is that R does not show fraction of seconds. So, that
kinda makes comparison some what hard. I also looked at memory and CPU usage
on NT console. R seems to go into hybernation when not focused. The results
are mixed. I am sure if I add something complicated or/and loops that Splus
will slow down to crawl.
  Another interesting thing is that the random generator on Splus is a
rocket.
  I had many things running on the computer while trying to do this, so I am
very confident about results.
  Has anyone done something similar? If so let me know.

**************************************************************
S. Hoon Yoon                   (Quant)                    Merrill Lynch
Equity Trading 
yelled at yahoo.com hoon at bigfoot.com(w)
"Miracle is always only few standard deviations away, but so is
catastrophe."
* Expressed opinions are often my own, but NOT my employer's.
"I feel like a fugitive from the law of averages."    Maudin
**************************************************************

This was for Splus 4.5 on Pentium Pro 200, 256MB Compaq 2000 Ultra SCSI
I had a lot of stuff running concurrently, but shows some indication.
[1] "!!! S-Plus and R - Benchmarkprogram !!!"
[1] "================================"
[1] ""
[1] "If you use R, then do |R> dos.time <- system.time"
[1] " R does not currently show fraction of sec."
[1] " Modified Stefan's work by S. Hoon Yoon on Dec 1, 1998"
[1] " Visit his web site at
http://www.informatik.uni-frankfurt.de/~stst/benchspl.txt"
[1] " He has same bench for Gauss, Mathlab, Splus, Ox, etc... "
[1] ""
[1] ""
[1] "400 x 400 random matrix^1000 (sec.) : "
[1] 0.1899414
[1] "Eigenval. of a  300 x 300 randommatrix (sec.) :"
[1] 58.55005
[1] "Inverse of a  500 x 500  random matrix (sec.) :"
[1] 50.16992
[1] "500000  values sorted ascending (sec.) :"
[1] 2.800049
[1] "800 x 800 Toeplitzmatrix (sec.) :"
[1] 3.430176
[1] "Cholesky decomposition of a 500 x 500 -matrix (sec.) :"
[1] 5.599854
[1] "500 x 500 cross-product matrix (sec.) :"
[1] 20.11987
[1] "FFT over 100000 values (sec.) :"
[1] 1.379883
[1] "Gaussian error function over a 100000 x 100000 matrix (sec.) :"
[1] "Gamma function over a  600 x 600  matrix (sec.) :"
[1] 2.290039
[1] "Linear regression over a 500 x 500 matrix (sec.) :"
[1] 18.41016

R same machine
> source("H:/Splus/benchr.txt") 
[1] "!!! S-Plus and R - Benchmarkprogram !!!"
[1] "================================"
[1] ""
[1] "If you use R, then do |R> dos.time <- system.time"
[1] " R does not currently show fraction of sec."
[1] " Sure would appreciate someone contributing that code"
[1] " Also interesting will be loop test and mem usage meter"
[1] " Modified Stefan's work by S. Hoon Yoon on Dec 1, 1998"
[1] " Visit his web site at
http://www.informatik.uni-frankfurt.de/~stst/benchspl.txt"
[1] " He has same bench for Gauss, Mathlab, Splus, Ox, etc... "
[1] ""
[1] ""
[1] "400 x 400 random matrix^1000 (sec.) : "
[1] NA NA  5 NA NA
[1] "Eigenval. of a  300 x 300 random matrix (sec.) :"
[1] NA NA 31 NA NA
[1] "Inverse of a  500 x 500  random matrix (sec.) :"
[1] NA NA 99 NA NA
[1] "5e+005  values sorted ascending (sec.) :"
[1] NA NA 21 NA NA
[1] "800 x 800 Toeplitzmatrix (sec.) :"
[1] NA NA  4 NA NA
[1] "Cholesky decomposition of a 500 x 500 -matrix (sec.) :"
[1] NA NA  2 NA NA
[1] "500 x 500 cross-product matrix (sec.) :"
[1] NA NA 16 NA NA
[1] "FFT over 1e+005 values (sec.) :"
[1] NA NA  1 NA NA
[1] "Gaussian error function over a 1e+005 x 1e+005 matrix (sec.) :"
[1] "Gamma function over a  600 x 600  matrix (sec.) :"
[1] NA NA  1 NA NA
[1] "Linear regression over a 500 x 500 matrix (sec.) :"
Error: 500 responses, but only 501 variables
Timing stopped at: NA NA 0 NA NA

  <<benchr.txt>> 
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