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.

Best,
Uwe Ligges




On Fri, Jan 14, 2011 at 9:09 AM, oyvfos<oyv...@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
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