I need to repeatedly traverse the larger dimension of a real matrix in Mata.
Some of the traversals involve updating the value of the ith element based
upon the value in the ith-1 element. I have a choice of dimensioning the
matrix as 4 � 5000 (four rows, 5000 columns) or 5000 � 4. Would one work
faster? (Ultimately, I'd experiment with copying the set of the involved
elements left-shifted into a temporary vector and use colon operators. But
right now, I'd just like to get the algorithm implemented stably using
brute-force loops before tweaking the code with Mata-specific language
features that are new to me.)
Likewise, if I'm porting Fortran-77 source code to Mata that involves
nested loops on row and columns of a matrix, what care should I take about
which index varies faster?
Joseph Coveney
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