[Rd] BLAS/Lapack for OS X

Paul Gilbert pgilbert@bank-banque-canada.ca
Fri Nov 29 17:23:02 2002


ripley@stats.ox.ac.uk wrote:
...
> I have hacked the code to use sunperf and on real problems the
> gain is negligible.
...

I also found this to be the case in some recent testing I did in Linux
(Mandrake 9.0) with an AMD Athlon 2100+. Converting from my non BLAS
version of R 1.6.1 to optimized ATLAS saved about 10 minutes on a 4.5
hour test suite. This was using a .a rather than a .so version of the
library, but according to a comment by Doug Bates, the .a library is
probably faster (but I presume uses more memory). The tests do many
things I would not expect to benefit from ATLAS, but about a quarter of
the time is spent on programs that do make fairly heavy use of La.svd
and La.eigen. So, on some problems you might save some time, but overall
I think, as Brian says, the gain is negligible.

Paul Gilbert