On Fri, 28 Jan 2005, Uwe Ligges wrote:
Patrick Burns wrote:
On my machine the versions are all precompiled R, and I would be very surprised if the same were not the case on the client's machine. That is, no specially compiled BLAS.
Hmmm. I always install using some advanced BLAS: On Windows, e.g., simply using the Rblas.dll provided by Brian Ripley, on Linux it's really no effort to compile it yourself.
For huge matrices you can use your some-years-old-desktop machine (with some advanced BLAS) to outperform expensive multi-CPU machines (without advanced BLAS).
As I think has been noted earlier, there is often some loss for moderately-sized matrices. When Doug Bates first used dgemm for %*% and crossprod, it made the R tests run noticeably slower on the (70MHz)
Solaris machines I was using at the time. But that price is paid whether you have an optimized BLAS or not.
But anyone working with 100+ diml matrices should try an optimized BLAS. Building ATLAS can be a bit painful (especially as you really need a shared library for use with R), but often prebuilt versions are available (e.g. Goto's BLAS and atlas on Debian and Windows).
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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