R BLAS: GotoBLAS2 vs OpenBLAS vs MKL

Short update to Speed up R by using a different BLAS implementation/:

  • MKL is overall the fastest
  • OpenBLAS is faster than its parent GotoBLAS and comes close to MKL

A = matrix(rnorm(n*n),n,n) 
A %*% A

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  1. May I ask how you compiled the Rblas.dll based on OpenBLAS for the above comparison? I have been having serious difficulty getting OpenBLAS to compile into a working Rblas.dll for 64bit Windows that passes all the checks.

  2. I did not compile OpenBLAS myself for this. I used a binary (DLL) from the internet and renamed Rblas.dll. I uploaded it here: https://www.dropbox.com/sh/ooo044s2y5ev7xz/o9bwnuMZ6d/rblas_openblas.zip

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