[Rd] the incredible lightness of crossprod

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Jan 28 10:00:06 CET 2005

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 at 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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