> Douglas Bates <dmbates_at_gmail.com> wrote on Tue 24 Jan 2006 - 14:38:46 GMT: > [snip] > More seriously, the approach to speeding up model fitting that has been most > successful to date is to speed up the BLAS > (Basic Linear Algebra Subroutines), especially the Level-3 BLAS. The bulk of > the computation in the Matrix package takes > place in either Lapack (for dense matrices) or CHOLMOD (for sparse matrices) > code and those are based on calls to the > Levels 1, 2 and 3 BLAS. The Atlas package and K. Goto's BLAS are designed to > obtain the highest level of performance > possible from the CPU on these routines. I think the easiest way of > incorporating the power of the GPU into the model > fitting process would be to port the BLAS to the GPU. I also imagine that > someone somewhere has already started on that. > I haven't seen anything more recent about using GPUs to compute for R, but NVIDIA just recently made available a beta of its CUDA environment for general-purpose computation on its new 8800-series GPUs, and there seems to be a BLAS library there.
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