Conversion of R matrices to armadillo is really slow

Question

An Observation

For medium-size matrices, the overheads on passing matrices from R to C++ are massively slower for arma::mat types than for

Answer 1

I believe this creates a new Armadillo matrix then copies the contents of your numeric matrix.

To cast the NumericMatrix to type arma::mat, you should use the following:

// [[Rcpp::export]]
double test_const_arma( const mat& X ) { 
  return 0.0 ;
}

Speed comparison on my machine:

microbenchmark( test_const_arma( XX ), test_nm( XX ), test_arma( XX ), test_nm_conv( XX ))
## Unit: microseconds
##                 expr    min     lq     mean  median      uq     max neval
##  test_const_arma(XX)  1.852  2.381  3.69014  2.7885  4.3490  11.994   100
##          test_nm(XX)  1.925  2.455  3.47679  2.8535  3.5195  21.222   100
##        test_arma(XX) 68.593 71.212 83.63055 73.4555 98.8070 278.981   100
##     test_nm_conv(XX) 68.700 70.983 80.55983 73.1705 82.2665 183.484   100