[R-SIG-Mac]timing R and R and R and R

Jan de Leeuw deleeuw@stat.ucla.edu
Sat, 17 Nov 2001 11:34:35 -0800

I guess this implies that my ATLAS, which is the one used in the
CRAN Darwin distribution, may not be optimal for your machine.

On Saturday, November 17, 2001, at 11:27 , Thomas Lumley wrote:

> On Thu, 15 Nov 2001, Jan de Leeuw wrote:
>> ATLAS is a portable fast BLAS (basic linear algebra subroutines),
>> which itself is a library of elementary linear algebra routines.
>> LAPACK consists of more elaborate linear algebra routines
>> build on top of the BLAS. It is possible to optimize the BLAS
>> for the system that it will be running on at compile time. I dont
>> know the details, but ATLAS does an enormous number of compile
>> time checks and optimizations, which can result in a major
>> speed increase in linear algebra computations.
> ATLAS is the Automatically Tuned Linear Algebra Software.  It is a very
> clever approach to optimizing the low-level linear algebra operations 
> that
> underly things like Jan's eigen() benchmark. The package is at
> http://math-atlas.sourceforge.net/
> The idea is that the main optimisation method for linear algebra
> operations is to tune the loop unrolling in matrix multiplications to
> maximise cache use.  This is traditionally done by careful analysis of 
> the
> data flow, but ATLAS substitutes brute force -- it tries lots of 
> different
> things to find the ones that work best.
> It turns out that ATLAS is often comparable to the hand-optimised linear
> algebra code produced by workstation vendors, and so for PCs is better
> than you are likely to get by any other means.  However, most of the
> improvement is specific to a chipset/CPU/clock speed, and ATLAS really
> should be recompiled for each different machine.  This might be feasible
> for Macs, as there's only a few new Macs each year.
> 	-thomas
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Jan de Leeuw; Professor and Chair, UCLA Department of Statistics;
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