[Rd] Peculiar timing result

[Prof Brian Ripley]

On Fri, 3 Mar 2006, Douglas Bates wrote:

> I have been timing a particular model fit using lmer on several
> different computers and came up with a peculiar result - the model fit
> is considerably slower on a dual-core Athlon 64 using Goto's
> multithreaded BLAS than on a single-core processor.

Is there a Goto BLAS tuned for that chip?  I can only see one tuned for an 
(unspecified) Opteron.  L1 and L2 cache sizes do sometimes matter a lot 
for tuned BLAS, and (according to the AMD site I just looked up) the X2 
3800+ only has a 512Kb per core L2 cache.  Opterons have a 1Mb L2 cache.

Also, the very large system time seen in the dual-core run is typical of 
what I see when pthreads is not working right, and I suggest you try a 
limit of one thread (see the R-admin manual).  On our dual-processor 
Opteron 248 that ran in 44 secs instead of 328.

> Here is the timing on a single-core Athlon 64 3000+ running under
> today's R-devel with version 0.995-5 of the Matrix package.
>
>> library(Matrix)
>> data(star, package = 'mlmRev')
>> system.time(fm1 <- lmer(math~gr+sx+eth+cltype+(yrs|id)+(1|tch)+(yrs|sch), star,
control = list(nit=0,grad=0,msV=1)))
> [1] 43.10  3.78 48.41  0.00  0.00
>
>
> (If you run the timing yourself and don't want to see the iteration
> output, take the msV=1 out of the control list.  I keep it in there so
> I can monitor the progress.)
>
> If I time the same model fit on a dual-core Athlon 64 X2 3800+ with
> the same version of R, BLAS and Matrix package, the timing ends up
> with something like
>
> 90 140 235 0 0
....

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595