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

ivo welch ivowel at gmail.com
Mon Mar 30 14:32:06 CEST 2009

very nice.

I am still trying to find out how AMD and Intel processors compare on
linear algebra in R.  R's work is such task-specific (ok, say 2 or 3
tasks) that this should be easily quantifiable.  I would in particular
like to know whether the reasonably standard versions (OSX
precompiled; linux with Atlas) are bound by the speed of the SSE*
instructions, or by the speed of the floating point instructions at
this point.  finally, I think it would be useful to learn which
standard benchmark in the literature (specfloat or scimark or ...)
would seem to be a good proxy for relative speed of processors.

if you know of such a piece, please point me to it.  if no one else
has written such a piece, I would be happy to donate remote access to
an OSX machine, an Intel 2 core duo, and a phenom II to do some of it.
 I do not know enough about the internals of R well enough so as to
write on the subject.



On Mon, Mar 30, 2009 at 3:41 AM, Markus Schmidberger
<schmidb at ibe.med.uni-muenchen.de> wrote:
> 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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