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st: vectorizing code in Mata


From   Patrick Roland <patrick.rolande@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: vectorizing code in Mata
Date   Mon, 3 Oct 2011 16:43:08 -0700

I was wondering if people have experience with the kinds of
performance gains that occur from vectorizing code (rather than
looping) in Mata. Here it gives an example of where mata is fast
enough to work at the element level:
http://www.stata.com/whystata/intromata.html. Are the speed gains from
vectorization less than would be realized in, say, MATLAB?

More generally, what are the things to do or to avoid if one wants to
write fast Mata code?

Thanks!
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