[R-sig-hpc] Recommended Rig for $/MFlops, Linear Algebra

Markus Schmidberger schmidb at ibe.med.uni-muenchen.de
Mon Mar 30 09:41:53 CEST 2009


Hi,

I can not give any information about the best architecture for R. But 
there is some great work going on for R and multiprocessors:
http://www.rforge.net/multicore/

Attached some first results from the "National Supercomputer HLRB II - 
SGI Altix 4700" in Munich. It is the computation time for a simple (but 
enough computation time) bootstrap example. You can see a nearly linear 
speed-up up to 64 processors!

I hope to present more results (on more processors) at the UseR conference.

Best
Markus



ivowel at gmail.com schrieb:
> dear readers---following dirk's advice on r-help, let me ask if someone  
> else has recently done research on what the top performing R platform for  
> the money is. My needs are for monte-carlo simulations (which therefore are  
> easily parallelizable to multiple cores; I don't think R can use "core i7"  
> threads), mostly linear algebra. I thought I would share what little  
> knowledge I gathered today (and collect any ideas/suggestions that I may  
> have overlooked).
>
> the prime candidates would seem to be a dual Shanghai 2.3GHz system  
> ($175/processor) + $100/motherboard + DDR2 Reg RAM; or a single core i7 920  
> 2.66GHz ($280/processor) + $300/motherboard + DDR3 RAM. These two seem to  
> be heads and shoulders above their siblings in $/performance. The Intel rig  
> is about 20% more expensive...but being faster in linear non-parallel tasks  
> is nice, too.
>
> In some benchmarks, Whetstone (on Tom's hardware) in particular, the core  
> i7 is almost twice as fast. More importantly, I found web benchmarks of 160  
> specfloat for a pair of 2.8GHz Core i7 Xeons vs. 105 for a dual Shanghai  
> 2.7. Extrapolating, this would mean that the dual Shanghai 2.3GHz system  
> does around 90, while the single core i7 920 does about 80 (including a  
> slight bonus for single-processor use). It also presumes, as I believe,  
> that specfloat is a good indication of how fast linear algebra will perform  
> on R (and Stata). my big unknown here is whether specfloat can use  
> multi-threading while R and Stata cannot or vice-versa. Does anybody know?
>
> So, AMD= $5/Specfloat. Intel= $6.75/Specfloat. This is only  
> CPU/motherboard. Other components will cost similarly, and thus bring the  
> relative ratio of the two closer to one another.
>
> I hope this helps. of course, in about a month, it will be different  
> again...
>
> /iaw
>
> 	[[alternative HTML version deleted]]
>
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-- 
Dipl.-Tech. Math. Markus Schmidberger

Ludwig-Maximilians-Universität München
IBE - Institut für medizinische Informationsverarbeitung,
Biometrie und Epidemiologie
Marchioninistr. 15, D-81377 Muenchen
URL: http://www.ibe.med.uni-muenchen.de 
Mail: Markus.Schmidberger [at] ibe.med.uni-muenchen.de
Tel: +49 (089) 7095 - 4497

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