On Aug 23, 2010, at 7:39 PM, Radford Neal wrote: > Regarding my previous message on speeding up matrix multiplies, I've > realized that the size of the result matrix is not really the right > criterion for deciding to do the computation without using the Fortran > routine. A better criterion would be based on the ratio of the time > for the matrix multiply to the time for the ISNAN check. So I've > replaced my previous check by > > /* Faster to just do it here if the time to do the matrix multiply > is not much greater than the time for the NA/NaN check below. */ > > do_it_here = nrx*ncy <= 5*(nrx+ncy); > > In particular, all matrix x vector and vector x matrix products will > in this version be done in the matprod routine, not the Fortran routine. > And this is the right thing to do, since the time for the ISNAN check > before calling the Fortan routine will be comparable to the time for > the matrix multiply. So avoiding it will be desirable unless the Fortran > routine is really, really faster than the C code in matprod. >
It is, many times in fact, if you use threaded BLAS on a multi-core machine and large matrices. > Of course, the real solution is to change the Fortran routine (which > seems to be in src/extra/blas/blas.f, and isn't all that complicated) Nope - it can be external and BLAS standard doesn't handle NAs. Cheers, Simon > to handle NAs and NaNs as desired. Or to write a carefully optimized > C matrix multiply routine that does the right thing. For this, > knowing what the problem is supposed to be would help. My quick > attempt at using the bug reporting system didn't manage to find the > PR#4582 that is mentioned in the comment in the code, but I don't > really know how the bug report system is supposed to work. > > Radford Neal > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > > ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
