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

[Nick Cox <njcoxstata@gmail.com>]

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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