Does Microsoft open R come with pre-compiled BLAS that is optimized for matrix
computations?
Thanks,
Ravi
-Original Message-
From: Ista Zahn
Sent: Monday, August 13, 2018 3:18 PM
To: Ravi Varadhan
Cc: r-help@r-project.org
Subject: Re: [R] Fast matrix multiplication
On Mon, Aug 13
e-
> From: Ista Zahn
> Sent: Monday, August 13, 2018 3:18 PM
> To: Ravi Varadhan
> Cc: r-help@r-project.org
> Subject: Re: [R] Fast matrix multiplication
>
>
> On Mon, Aug 13, 2018 at 2:41 PM Ravi Varadhan wrote:
> >
> > Hi Ista,
> > Thank you for the
Subject: Re: [R] Fast matrix multiplication
Hi Ravi,
You can achieve substantial speed up by using a faster BLAS (e.g., OpenBLAS or
MKL), especially on systems with multiple CPUs. On my (6 year old, but 8 core)
system your example takes 3.9 seconds with using the reference BLAS and only
0.9
On Mon, Aug 13, 2018 at 12:18 PM Ista Zahn wrote:
>
> On Mon, Aug 13, 2018 at 2:41 PM Ravi Varadhan wrote:
> >
> > Hi Ista,
> > Thank you for the response. I use Windows. Is there a pre-compiled
> > version of openBLAS for windows that would make it easy for me to use it?
>
> Not sure. If you
nfo at
https://mran.microsoft.com/rro#intelmkl1
--Ista
> Thanks,
> Ravi
>
> -Original Message-
> From: Ista Zahn
> Sent: Friday, August 10, 2018 12:20 PM
> To: Ravi Varadhan
> Cc: r-help@r-project.org
> Subject: Re: [R] Fast matrix multiplication
>
>
> Hi Ravi,
>
Hi Ravi,
Like Ista, I have also had success in using R with OpenBLAS on our Linux
compute cluster.
This will involve installing R from source. If you'd like, I can send you
the configure settings I used, as well as the environment settings used to
control OpenBLAS multithreading. The CRAN site al
Yeah, you might not be able to go much faster here unless A has some
specialized structure that you can take advantage of (e.g., sparsity)?
On 8/10/18, 11:22 AM, "Ravi Varadhan" wrote:
>Hi,
>
>I would like to compute: A %*% B %*% t(A)
>
>
>
>A is a mxn matrix and B is an nxn symmetric, positive
Hi Ravi,
You can achieve substantial speed up by using a faster BLAS (e.g.,
OpenBLAS or MKL), especially on systems with multiple CPUs. On my (6
year old, but 8 core) system your example takes 3.9 seconds with using
the reference BLAS and only 0.9 seconds using OpenBLAS.
Best,
Ista
On Fri, Aug 10
Hi,
I would like to compute: A %*% B %*% t(A)
A is a mxn matrix and B is an nxn symmetric, positive-definite matrix, where m
is large relative to n (e.g., m=50,000 and n=100).
Here is a sample code.
M <- 1
N <- 100
A <- matrix(rnorm(M*N), M, N)
B <- crossprod(matrix(rnorm(N*N), N
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