[R] x86 SSE* Pointer Favors
ivowel at gmail.com
Fri Jun 13 06:23:06 CEST 2008
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
if this email offends as spam, apologies.
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