[R] Antwort: Re: Antwort: Buying more computer for GLM

From: <g.russell_at_eos-finance.com>
Date: Fri 01 Sep 2006 - 08:00:19 GMT


Peter Dalgaard wrote
> Is this floating point bound? (When you say 30 factors does that mean
> 30 parameters or factors representing a much larger number of groups).
> If it is integer bound, I don't think you can do much better than
> increase CPU speed and - note - memory bandwidth (look for large-cache
> systems and fast front-side bus). To increase floating point
> performance, you might consider the option of using optimized BLAS
> (see the Windows FAQ 8.2 and/or the "R Installation and
> Administration" manual) like ATLAS; this in turn may be multithreaded
> and make use of multiple CPUs or multi-core CPUs.

By "factors" I mean "parameters". I apologise for the confusion.

This is floating point bound, so ATLAS might be a good idea.

Before I put a lot of work into investigating multiple processors, I need to know,
is the bottleneck with GLM going to be BLAS?

Thank you very much for your help!

George Russell



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