[Rd] BLAS benchmarks on R 2.12.0 and related performance issues

[Prof. John C Nash]

This thread pointed out that the "plain vanilla" library for linear algebra outperformed
the fancy ones for the original poster -- and he had mentioned this, but still got "you
ought to ...." advice that was inappropriate and ignored his stated experience.

I've been surprised sometimes myself with performance results, and I'm now getting wary of
making pronouncements.

I always thought statistics was about using data sensibly to uncover truths. This is a
case where we can actually get the data pretty easily. Perhaps the R posting guide needs
an addition to say "When discussing performance, you really should present some data and
not just speculation."

Ultimately we need good performance benchmarks. They are difficult to set up properly and
tedious to run. Maybe a good subject for a Google Summer of Code project for next year or
some undergraduate projects.

JN