[Rd] yet another fast BLAS (from AMD this time)

[Liaw, Andy]

OK, I manage to compile R-1.9.0alpha (2004-03-16) with the ACML.  It's
rather easy:

- Install ACML.  I installed in the default place (/opt/acml-1.5).
- This didn't work:  ./configure --with-blas="-L/opt/acml-1.5/gnu64/lib
-lacml"
- Make symlink for libacml.so in /usr/local/lib.
- This worked: ./configure --with-blas="-lacml".

It passed make check, whereas the build with Goto's BLAS failed on this box,
as I reported previously.

Using a couple of examples that Prof. Dalgaard used previously in his post:

> set.seed(1234)
> m <- matrix(rnorm(9e6),3e3)

[with ACML]
system> system.time(solve(m))
[1] 28.58  0.98 31.99  0.00  0.00
> system.time(m %*% m)
[1] 18.73  0.19 20.25  0.00  0.00
> system.time(crossprod(m))
[1] 13.40  3.02 17.66  0.00  0.00

[standard BLAS]
> system.time(solve(m))
[1] 165.43   0.86 179.47   0.00   0.00
> system.time(m %*% m)
[1] 164.35   0.08 164.43   0.00   0.00
system.time(cr> system.time(crossprod(m))
[1] 79.36  0.11 85.53  0.00  0.00

I have not check the docs, but my guess is that the library is not threaded.
BTW, this is on dual Opteron 244 with 16GB of PC2100 and ATA100 EIDE HDD.

Best,
Andy

> From: Liaw, Andy
> 
> Dear R-devel,
> 
> Has anyone played with this?
> http://www.amd.com/us-en/Processors/DevelopWithAMD/0,,30_2252_
> 2282,00.html
> <http://www.amd.com/us-en/Processors/DevelopWithAMD/0,,30_2252
> _2282,00.html>
> .
> 
> I'll probably give it a shot...
> 
> Best,
> Andy
> 
> Andy Liaw, PhD
> Biometrics Research      PO Box 2000, RY33-300     
> Merck Research Labs           Rahway, NJ 07065
> mailto:andy_liaw at merck.com <mailto:andy_liaw at merck.com>       
>   732-594-0820
> 
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