[R] BLAS with glmnet

[peter dalgaard]

On Apr 12, 2013, at 22:49 , Brian Pasley wrote:

> I'm using a multithreaded BLAS library with R and I see the expected
> speed improvements with matrix multiplication, svd, etc.  However,
> glmnet continues to use only a single CPU.  Since this package is
> compiled from Fortran, is this the expected behavior or is there a way
> to compile the glmnet package so that it uses the multithreaded BLAS
> library?


You'd need to check with the author for full details, or study the code yourself. Or the JSS paper.

As a general matter, a package won't benefit from a fast BLAS if it doesn't use it. Presumably, glmnet does not, or does not do so in timing-critical areas. 

I wouldn't expect Fortran per se to have anything to do with it, although I can't rule out that the code might be rewritten to take advantage of the BLAS.

-pd

> 

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com