[Rd] matrix multiplication speed R

[Prof Brian Ripley]

On Mon, 9 May 2011, Sharpie wrote:

>
> aftar wrote:
>>
>> Hi
>>
>> Can we use BLAS in R X64 for windows?
>>
>> Regards
>> Aftar
>>
>
> You are already using BLAS in R as R includes its own BLAS library. On
> Windows the 64-bit DLL is located at R_HOME\bin\x64\Rblas.dll.
>
> If you are asking about swapping that out for an optimized BLAS, you will
> probably have to:
>
>  1. Obtain and build an optimized BLAS such as ATLAS, Goto BLAS or Intel
> MKL
>
>  2. Build your own copy of R from source that links against this new blas.
>
> If there is a simpler way, I'm sure someone will correct me.

All you need is a copy of Rblas.dll containing the BLAS you wish to 
use.  You do not need to rebuild anything else in R.  Some (not 
recent) such Rblas.dll are made available: see the R for Windows 
documentation.  In addition, Ei-ji Nakama has posted (on this list) 
how to use the Goto BLAS on x64 Windows.

>
>
> -----
> Charlie Sharpsteen
> Undergraduate-- Environmental Resources Engineering
> Humboldt State University
> --
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-- 
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