Re: [Rd] the incredible lightness of crossprod

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 28 Jan 2005 - 20:00:06 EST

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,                  ripley@stats.ox.ac.uk
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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Received on Fri Jan 28 19:21:11 2005

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