[Rd] R thread safe

[Kasper Daniel Hansen]

On Mar 18, 2009, at 7:11 , Ted Byers wrote:

>  of thing I did when writing
> code to run on a supercomputer supporting vector algebra decades ago).
> With ITT, if Lapack was rewritten to take advantage of it, much of
> the code would look quite different from what it does today.  Of
> course, if you're already using it, I might as well shut up and go
> away.  ;-)  I am just learning to use it, as I am just learning to use
> R, so I am afraid I can't offer much more info than this, though.

For the purpose of matrix computations with BLAS/Lapack, use an  
optimized, multithreaded BLAS implementation. That way you use the  
multiple cores for "free" when you do matrix algebra, which is often  
(but not always) the heavy part of a computation. People have been  
doing this for a long time on OS X where it is default to use an  
implementation provided by Apple. I don't know exactly how to set this  
up for Linux or Windows.

Kasper