[R] how to make R faster under GNU/Linux

[bogdan romocea]

Dear useRs,

I timed the same code (simulation with for loops) on the same box
(dual Xeon EM64T, 1.5 Gb RAM) under 3 OSs and was surprised by the
results:
  Windows XP Pro (32-bit): Time difference of 5.966667 mins
  64-bit GNU/Linux (Fedora Core 4): Time difference of 6.966667 mins
  32-bit GNU/Linux (FC4): Time difference of 9.2 mins
(R 2.1.0 binaries downloaded from CRAN)

I searched the archives and found out I should compile a non-SHLIB R
binary. Is there something else I should pay attention to when trying
to make R faster under GNU/Linux?

Thank you,
b.