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chriselrod / quant_econ_julia.ipynb
Created Feb 12, 2018
Quant Econ - Numba and Julia
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chriselrod / LinearAlgebraBenchmarks.jl
Last active Sep 6, 2017
LAPACK vs LinearAlgebra.jl
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using BenchmarkTools, LinearAlgebra
#LinearAlgebra code at:
#Install LinearAlgebra via Pkg.clone("")
function gen_pos_def(p::Int)
X = randn( div(3p, 2), p)
S = X' * X
S, Hermitian(S, :L)
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