Message-ID: <9EED5E6C-DC10-4DCC-B840-FB352FDE00A9@stat.berkeley.edu>
Date: 2009-03-18T15:53:33Z
From: Kasper Daniel Hansen
Subject: R thread safe
In-Reply-To: <4f1819890903180711pcdd2bdbuc4eb15f7af8575f4@mail.gmail.com>
On Mar 18, 2009, at 7:11 , Ted Byers wrote:
> of thing I did when writing
> code to run on a supercomputer supporting vector algebra decades ago).
> With ITT, if Lapack was rewritten to take advantage of it, much of
> the code would look quite different from what it does today. Of
> course, if you're already using it, I might as well shut up and go
> away. ;-) I am just learning to use it, as I am just learning to use
> R, so I am afraid I can't offer much more info than this, though.
For the purpose of matrix computations with BLAS/Lapack, use an
optimized, multithreaded BLAS implementation. That way you use the
multiple cores for "free" when you do matrix algebra, which is often
(but not always) the heavy part of a computation. People have been
doing this for a long time on OS X where it is default to use an
implementation provided by Apple. I don't know exactly how to set this
up for Linux or Windows.
Kasper