Trying to understand Smallapack

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Trying to understand Smallapack

Jimmie Houchin-5
Hello,

I have installed Smallapack into Pharo 7.0.3. Thanks Nicholas.

I am very unsure on my use of Smallapack. I am not a mathematician or
scientist. However the only part of Smallapack I am trying to use at the
moment is something that would  be 64bit and compare to FloatArray so
that I can do some simple accessing, slicing, sum, and average on the array.

Here is some sample code I wrote just to play in a playground.

I have an ExternalDoubleArray, LapackDGEMatrix, and a FloatArray
samples. The ones not in use are commented out for any run.

fp is a download from
http://ratedata.gaincapital.com/2018/12%20December/EUR_USD_Week1.zip
and unzipped to a directory.

fp := '/home/jimmie/data/EUR_USD_Week1.csv'
index := 0.
pricesSum := 0.
asum := 0.
ttr := [
     lines := fp asFileReference contents lines allButFirst.
     a := ExternalDoubleArray new: lines size.
     "la := LapackDGEMatrix allocateNrow: lines size ncol: 1.
     a := la columnAt: 1."
     "a := FloatArray new: lines size."
     lines do: [ :line || parts price |
         parts := ',' split: line.
         index := index + 1.
         price := Float readFrom: (parts last).
         a at: index put: price.
         pricesSum := pricesSum + price.
         (index rem: 100) = 0 ifTrue: [
             asum := a sum.
      ]]] timeToRun.
{ index. pricesSum. asum. ttr }.
  "ExternalDoubleArray an Array(337588 383662.5627699992
383562.2956199993 0:00:01:59.885)"
  "FloatArray  an Array(337588 383662.5627699992 383562.2954441309
0:00:00:06.555)"

FloatArray is not the precision I need. But it is over 18x faster.

I am afraid I must be doing something badly wrong. Python/Numpy is over
4x faster than FloatArray for the above.

If I am using Smallapack incorrectly please help.

Any help greatly appreciated.

Thanks.