Skip to content

Instantly share code, notes, and snippets.

chriselrod

Block or report user

Report or block chriselrod

Hide content and notifications from this user.

Learn more about blocking users

Contact Support about this user’s behavior.

Learn more about reporting abuse

Report abuse
View GitHub Profile
@chriselrod
chriselrod / quant_econ_julia.ipynb
Created Feb 12, 2018
Quant Econ - Numba and Julia
View quant_econ_julia.ipynb
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
@chriselrod
chriselrod / LinearAlgebraBenchmarks.jl
Last active Sep 6, 2017
LAPACK vs LinearAlgebra.jl
View LinearAlgebraBenchmarks.jl
using BenchmarkTools, LinearAlgebra
#LinearAlgebra code at: https://github.com/andreasnoack/LinearAlgebra.jl
#Install LinearAlgebra via Pkg.clone("https://github.com/andreasnoack/LinearAlgebra.jl")
function gen_pos_def(p::Int)
X = randn( div(3p, 2), p)
S = X' * X
S, Hermitian(S, :L)
end
You can’t perform that action at this time.