On 03/07/14 04:33, Sturla Molden wrote:

> I would also like to say (while we're at it) that parallelizing this
> outside BLAS and LAPACK, whether with threads or processes, will require
> a memory overhead roughly equal to the size of the data array per thread
> or process. That is because computation of the covariance matrix and the
> likelihood needs to produce "X - mean" in a temporary array. This
> temporary array cannot be shared but should be reused within each thread
> or process.

... But if LAPACK and BLAS have full responsibility for the 
multithreading, this memory overhead is avoided.

On the other hand the parallelization inside BLAS and LAPACK will be 
more fine grained, and therefore achieve lower performance and scalability.



Sturla


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