[R] R on 64-bit Linux machine

[Peter Dalgaard]

Peter Dalgaard <p.dalgaard at biostat.ku.dk> writes:

> Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:
> 
> > > ATLAS, you need to build shared ATLAS libraries (rather than
> > > static).  This requires some modifications to the configuation files
> > > for ATLAS.  But my experience shows that R itself builds out of the
> > > box on these systems.
> > 
> > However, you will almost certainly get better performance out of the
> > Goto BLAS implementations, and they are shared (and easy to use, much
> > more so than ATLAS).
> 
> I actually have different experience in the multithreaded case, at
> least with my favourite "benchmark suite": inversion of a large 
> matrix. I'd do some timings, but I have this ATLAS compile running
> just now...

Specifically, here's what I got:

pd at linux:~/r-devel> echo 'set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))' | BUILD/bin/R -q --vanilla
> set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))
[1] 218.00   1.27 219.62   0.00   0.00
>
pd at linux:~/r-devel> echo 'set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))' | BUILD-GOTO/bin/R -q --vanilla
> set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))
[1] 29.12  1.39 32.21  0.00  0.00
>
pd at linux:~/r-devel> echo 'set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))' | BUILD-ATLAS/bin/R -q --vanilla
> set.seed(1);M<-matrix(rnorm(9e6),3e3);system.time(solve(M))
[1]  3.24  1.31 21.45 31.75  0.24
>

So ATLAS is faster than GOTO by about 10 seconds. It is a bit odd that
the GOTO timings don't seem to include any subprocess time but it
should be the threaded library libgoto_opt64p-r0.93.so (I know;
there's a 0.96 now, will upgrade).

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907