Hi all, I'm curious whether the standard correlation calculation implemented in stats::cor uses the underlying BLAS (at least in the default case use = "all.obs").
On a 32-bit linux system using R-2.11.1 compiled with GotoBLAS, stats::cor is as fast as matrix multiplication, so it would appear stats::cor does use the BLAS library. On the other hand, on a 64-bit linux R-2.11.1 compiled with ATLAS BLAS, stats::cor doesn't seem to use the BLAS (from both speed and CPU usage - CPU usage in BLAS matrix multiplication goes up to several hundred %, reflecting multithreading, whereas in stats::cor calculation it remains near 100%). Any expert views on why the difference between 32- and 64-bit systems? Thanks, Peter ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
