[R] x86 SSE* Pointer Favors

From: ivo welch <ivowel_at_gmail.com>
Date: Fri, 13 Jun 2008 00:23:06 -0400

Dear Statisticians--- This is not even an R question, so please forgive me. I have so much ignorance in this matter that I do not know where to begin. I hope someone can point me to documentation and/or a sample.

I want to compute a covariance as quickly as non-humanly possible on an Intel core processor (up to SSE4) under linux. Alas, I have no idea how to engage CPU vectorization. Do I need to use special data types, or is "double" correct? Does SSE* understand NaN? Should I rely on gcc autodetection of the vectorized meaning of my code, or are there specific libraries that I should call?

What I want to learn about is as simple as it gets:   typedef double Double; // or whatever SSE* needs as close equivalent   Double vector1[N], vector2[N];
  // then fill them with stuff.
  vector3= vector_mult(vector1,vector2, N);   vector4= sum(vector1, N);

I just need a pointer and/or primer. PS: If someone knows of a superfast vectorized implementation of Gentleman's WLS algorithm, please point me to it, too. I am still using my old non-vectorized C routines.

if this email offends as spam, apologies.



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