6 Responses

  1. Andrew Ziem
    Andrew Ziem October 23, 2013 at 12:11 PM |

    I’m looking forward to something like this becoming generally available. I usually use R on a very similar system (R 3.0, Dell, Intel i7 CPU, 16GB RAM, Windows 64-bit), though I’m not sure how much it would really help me because most of my wait time (which can be hours or days) is spent in the gbm, earth, and nnet packages, which I think do their calculations in their own C code.


    1. Avraham
      Avraham October 23, 2013 at 7:05 PM |

      I’m not that familiar with those packages, Andrew, but it stands to reason. The nnet source package has C source code which contains functions like “sigmoid” and “Build_Net” and the gbm has a slew of C++ files, so it is likely that a faster BLAS will not help too much, although it cannot hurt to try. Have you considered porting any specific routines you have built, such as using the Rcpp package?


  2. John Nicholas
    John Nicholas October 23, 2013 at 12:39 PM |

    What Blas should (or could) I use for:
    Intel Xeon E5620 Westmere 2.4GHz (4-core)?

    Thanks.


    1. Avraham
      Avraham October 23, 2013 at 7:10 PM |

      According to Wikipedia, the Westmere is the architecture between the Nehalem and the SandyBridge, and it has the AES instruction set but not the AVX instruction set, so I would suggest the GotoBLAS compiled for Nehalem for now. If (hopefully when) the dynamic OpenBLAS I submitted to CRAN gets approved, that would be another option as well.


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