Re: [Rd] BLAS benchmarks on R 2.12.0 and related performance issues

2010-11-02 Thread Prof. John C Nash
This thread pointed out that the plain vanilla library for linear algebra outperformed the fancy ones for the original poster -- and he had mentioned this, but still got you ought to advice that was inappropriate and ignored his stated experience. I've been surprised sometimes myself with

Re: [Rd] BLAS benchmarks on R 2.12.0 and related performance issues

2010-11-02 Thread Stefan Evert
On 2 Nov 2010, at 19:33, Prof. John C Nash wrote: Ultimately we need good performance benchmarks. They are difficult to set up properly and tedious to run. Maybe a good subject for a Google Summer of Code project for next year or some undergraduate projects. Seconded and thirded! Stefan

Re: [Rd] BLAS benchmarks on R 2.12.0

2010-11-01 Thread Andrew Piskorski
On Sun, Oct 31, 2010 at 12:41:24PM -0400, Michael Spiegel wrote: 1) Compile the reference BLAS implementation with unsafe optimizations and include it as a part of the OpenMx library. If BLAS speed is important to you, why are you even trying to use the slow reference BLAS library at all,

Re: [Rd] BLAS benchmarks on R 2.12.0

2010-11-01 Thread Michael Spiegel
Hi Andrew, In the majority of use cases of our package, we end up doing lots and lots of matrix operations on small matrices, as opposed to matrix operations on large matrices. The optimized BLAS libraries are usually optimized for large matrices. The reference implementation is faster than

[Rd] BLAS benchmarks on R 2.12.0

2010-10-31 Thread Michael Spiegel
Hi, I saw on the mailing list and in the NEWS file that some unsafe math transformations were disabled for the reference BLAS implementation that is used in R. We have a set of performance tests for the OpenMx library, and some of the tests have a x3-10 slowdown in R 2.12.0 versus 2.11.1. When