[R] glm.fit to use LAPACK instead of LINPACK

Ted tchiang at sickkids.ca
Tue Oct 20 21:18:16 CEST 2009


I understand that the glm.fit calls LINPACK fortran routines instead of 
LAPACK because it can handle the 'rank deficiency problem'.  If my data 
matrix is not rank deficient, would a glm.fit function which runs on 
LAPACK be faster?  Would this be worthwhile to convert glm.fit to use 
LAPACK?  Has anyone done this already??  What is the best way to do this?

I'm looking at very large datasets (thousands of glm calls), and would 
like to know if it's worth the effort for performance issues.



Ted Chiang
  Bioinformatics Analyst
  Centre for Computational Biology
  Hospital for Sick Children, Toronto
  tchiang at sickkids.ca

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