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Re: gsl_multifit
Kai Trukenmueller writes:
> Thanks for the tip. It's much faster now, but still slower than octave.
>
> Order: (300,200) (600,400) (900,600) (1200,1000) (1500,1200)
> Octave: 0.340s 3.320s 11.580s 1m9.680s 2m1.090s
> gsl(QR): 0.390s 4.560s 22.690s 1m38.640s 5m1.580s
For extra speed try recompiling the library with -DGSL_RANGE_CHECK_OFF=1.
Range checking is currently enabled by default, for safety, and puts an
overhead on every matrix/vector operation.