Nov 12

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

Oct 12

Speed up R by using a different BLAS implementation

It is no news that R’s default BLAS is much slower that other available BLAS implementations. In A trick to speed up R matrix calculation/ Yu-Sung Su recommends using the ATLAS BLAS which is available on CRAN. When I learned about the possible speed-up  a while ago I tried several BLAS libraries and I found that GotoBLAS2 was giving me the best performance among the open-source BLAS implementations. Today I decided to check once again how much it makes sense to replace R’s default BLAS library.

Here are some results from my Intel i7-620M laptop running Windows 7:

Speed up using MKL or GotoBLAS2 vs. R’s default BLAS

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