[R-sig-Debian] optimized linear algebra library on Lenny

[tyler]

On Wed, May 28, 2008 at 02:14:03PM +0000, Dirk Eddelbuettel wrote:
> On Wed, May 28, 2008 at 10:52:45AM -0300, tyler wrote:
> > 
> > I'd like to install the optimized libraries on my Thinkpad with an Intel
> > Core Solo chip, which apparently supports the following instruction
> > sets:  MMX, SSE, SSE2, SSE3 instruction sets, XD-Bit.
> > 
> > Is it as simple as:
> > 
> > apt-get install libatlas3gf-sse2
> > 
> > And is there anything else that needs doing to tell R to use the new
> > libraries?
> 
> No, everything else is automatic. See the (Debian-specific) README
> below /usr/share/doc/libatlas*/
> 
> It's always instructive to run a test such as (taken from README.Atlas
> below /usr/share/doc/r-base-core/ -- and I need to update package
> names therein)
> 
>     $ R --vanilla -q
>     > mm <- matrix(rnorm(10^6), ncol = 10^3)
>     > system.time(crossprod(mm))
>     [1] 28.28  0.08 33.54  0.00  0.00
>     >
> 

Done. The results are impressive:

Before:
-> R --vanilla -q
> mm <- matrix(rnorm(4*10^6), ncol = 10^3)
> system.time(crossprod(mm))
   user  system elapsed 
 12.836   0.012  13.327 
> 

After:
-> R --vanilla -q
> mm <- matrix(rnorm(4*10^6), ncol = 10^3)
> system.time(crossprod(mm))
   user  system elapsed 
  3.236   0.028   3.268 
> 

Thanks!

Tyler

-- 
Philosophy of science is about as useful to scientists as ornithology is to birds.
                                       --Richard Feynman