[R-sig-Geo] gstat now uses Lapack

[Tim Peterson]

On 10/20/2015 05:58 AM, Edzer Pebesma wrote:
> gstat 1.1-0, now on CRAN, no longer comes with its own functions for
> matrix factorization and solving systems of equations [1], but now
> directly uses Lapack (dpotrf and dtrsm) through R's own lapack interface
> and R_ext/Lapack.h header files.
>
> For global kriging at one location from 10,000 observations, as in
>
> library(sp)
> library(gstat)
> set.seed(1331)
> n = 10000
> pts = SpatialPoints(cbind(x = runif(n), y = runif(n)))
> pts$z = runif(n)
> k <- krige(z~1, pts, pts[1,], vgm(1, "Exp", 1))
>
> I see a speed increase from 120 (gstat 1.0-26) to 46 seconds; using
> openblas on a 4 core laptop brings this down to 15 seconds - I expect
> sth similar with MKL/RevoR.
>
> For local kriging on large data sets with smaller neighborhoods and many
> locations, I wouldn't expect large improvements; for global kriging of
> large data sets to many prediction locations, krige0 may be faster when
> you use openblas or MKL - as long as things fit in memory.
>
> I'd be happy to hear experiences (positive and negative), or otherwise
> reactions or questions.
>
> [1] it formerly used meschach,
> http://homepage.math.uiowa.edu/~dstewart/meschach/
>
>
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Hi Edzer,

This is good to hear and I look forward to testing it. FYI, I have also 
been extending gls.c to use BLAS & LAPACK. However, when compiled using 
icc it canl optionally offload BLAS & LAPACK tasks (using openMP 
offload) to a co-processor, such as a Xeon Phi card. Once finished and 
tested I will circulate it.

Cheers

Tim
--------------------
Dr. Tim Peterson

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The University of Melbourne, 3010 Australia
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