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 solve(A) svd(A)

06

Nov 12

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 solve(A) svd(A)

30

Oct 12

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: