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RE: st: Why is Mata much slower than MATLAB at matrix inversion?


From   Pradipto Banerjee <pradipto.banerjee@adainvestments.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Why is Mata much slower than MATLAB at matrix inversion?
Date   Mon, 23 Jul 2012 17:06:38 -0500

But, are there any fine-tunings that can be done on the system (Windows) or in Stata that can make mata codes run faster or more efficiently?


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Monday, July 23, 2012 5:45 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Why is Mata much slower than MATLAB at matrix inversion?

I was commenting on Pradipto's comments, which broadened the thread. I
completely agree with you that evidence on timings is quite
independent of who cites it.

Nick


On 23 Jul 2012, at 22:29, Patrick Roland <patrick.rolande@gmail.com>
wrote:

> I'm not quite sure how experience is relevant when comparing something
> simple like matrix multiplication across platforms. Presumably
> experienced users in Mata and inexperienced users in MATLAB would find
> the same discrepancies in runtime.
>
> On Mon, Jul 23, 2012 at 9:57 AM, Nick Cox <n.j.cox@durham.ac.uk>
> wrote:
>> I am always happy to agree with the idea that one should seek the
>> best in everything.
>>
>> On axes to grind, or not: That part of the comment was certainly
>> not aimed at you, but just at any one who has axes to grind,
>> including myself. In particular, there is certainly a sense in
>> which I work for Stata, as an Editor of the Stata Journal. If I
>> compared Stata with something else on Statalist, and my comments
>> appeared subjective or biased by my experiences, it would be
>> entirely fair comment to point out that I have Stata roles. This is
>> all part of my main point, that we need to know what experiences
>> lie behind comparisons to evaluate those comparisons.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> Pradipto Banerjee
>>
>> Nick, that's true. But, if you allow me to add (as a Stata
>> "beginner"): both Stata and MATLAB can be easily integrated to
>> achieve the best of both, e.g. in Stata -winexec- or -shell- and
>> vice versa in Matlab -system- command, and I don't see why not use
>> the best of both ... (really there is no "axe to grind" - I don't
>> work for either StataCorp or Mathworks).
>>
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
>> statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
>> Sent: Monday, July 23, 2012 11:29 AM
>> To: 'statalist@hsphsun2.harvard.edu'
>> Subject: RE: st: Why is Mata much slower than MATLAB at matrix
>> inversion?
>>
>> Broad commentary on different software is kind of fun but I think
>> some ground rules are needed if it is also to be considered serious.
>>
>> That is, what backgrounds do people bring to this discussion? I get
>> the impression that Pradipto is a beginning Stata programmer and an
>> experienced MATLAB (that's still its name) user-programmer and his
>> remarks are to be interpreted accordingly. It would be easiest if
>> there were people who have spent approximately similar time
>> programming MATLAB and Stata, were equally competent in both and
>> had no axe to grind. Those people are likely to be thin on the
>> ground; that being so, comments are difficult to interpret without
>> some idea of people's backgrounds.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> Pradipto Banerjee
>>
>> I had the same issue. I think different applications have their
>> pros and cons. Both Stata and Matlab have their places.
>>
>> Stata is great for data manipulation and data visualization,
>> merging databases, or trying to quickly see whether a few variables
>> are related to others, carrying out variety of regressions both
>> across time and cross-section, i.e. primarily to build insights
>> from a database without first building a whole set of tools around
>> a database.
>>
>> On the other hand, once all the insights are developed in Stata,
>> Matlab is perhaps preferable to build the rest of the application
>> because it is faster, has many use toolboxes like optimization,
>> integrates well with the engineering & financial world (e.g.
>> Bloomberg, lots of financial databases & APIs), programming is much
>> easier, awesome editor and is very good as a single environment to
>> develop a complete package.
>>
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