What is the nature of the matrices? Are they sparse or derived
from sparse matrices? If they are sparse, have you looked at the
packages available in R for sparse matrices?
library(sos)
summary(sp <- findFn('sparse', 999))
will identify help pages in contributed packages containing "sparse".
The primary one is "Matrix", but there are others.
If they are not sparse but are derived from sparse matrices, you
might be able to do some theoretical work. Of course, this only makes
sense if you have a specific class of problems that generates the
matrices, which seems plausible since you said you had square matrices
of dimension 2^14.
Hope this helps.
Spencer
On 2/7/2012 4:36 AM, Ernest Adrogué wrote:
7-02-2012, 03:32 (-0800); Alaios escriu:
I wouldl ike to thank you for your response. The hardest part in the
installation is to find a BLAS library to install. If I understand
it right once I install BLAS then I only need to change a flag in
the ./configure of R installation..
Our system is running opensuse and has intel cores. according to the
link here http://cran.r-project.org/doc/manuals/R-admin.html#BLAS
I ahve to find a proper BLAS library to installll.. In the
explanation for the different alternatives seem that most of those
are not implemented any more and other require special configuration
:(
This article includes an overview of different BLAS libraries along
with benchmarks:
http://cran.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf
It looks like using single-threaded ATLAS is already an improvement
over LAPACK in most cases. I use Debian and it's straightforward to
replace one with the other: you only have to install the
libatlas3gf-base package and remove liblapack3gf and libblas3gf.
Unfortunately, Debian does not include a multi-threaded version of
ATLAS although they provide instructions on how to recompile the
package yourself with multi-threading enabled.
I don't know about SUSE, sorry.
--
Spencer Graves, PE, PhD
President and Chief Technology Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph: 408-655-4567
web: www.structuremonitoring.com
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