[Rd] matrix multiplication speed R

Uwe Ligges ligges at statistik.tu-dortmund.de
Fri Jan 14 12:04:47 CET 2011

On 14.01.2011 11:38, Joris Meys wrote:
> Please give the code you used for the matrix multiplication. 5 times is a
> bit much.

No, it is reasonable for matrix multiplication:

Matlab ships with optimized BLAS for various CPU types. In R, you have 
to get an optimized BLAS yourself.

How to link against optimized BLAS versions or how to substitute the 
BLAS is mentioned in the R INstallation and Administration manual.

Uwe Ligges

> On Fri, Jan 14, 2011 at 9:09 AM, oyvfos<oyvfos at yahoo.no>  wrote:
>> Hi,
>> A quick bench-mark of an R matrix muliplication 500by500 X 500by10000, all
>> random variates, with matlab reveals a huge difference in speed (5 times at
>> least). Is there anything that can be done in R to speed up the
>> multiplication?
>> Kind regards,  Oyvind
>> --
>> View this message in context:
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>> Sent from the R devel mailing list archive at Nabble.com.
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