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Thought on crossprod

On Mon, 18 Mar 2002 ripley@stats.ox.ac.uk wrote:

            
Some data (on an old Sun):

A <- matrix(rnorm(500*500), 500)

without extra BLAS
[1] 7.21 0.02 7.31 0.00 0.00

with ATLAS
[1] 1.01 0.00 1.02 0.00 0.00

after adding the symmetric case
[1] 0.74 0.00 0.75 0.00 0.00

A <- matrix(rnorm(500*500), 5000)
without extra BLAS
[1] 0.83 0.00 0.85 0.00 0.00

with ATLAS
[1] 0.15 0.00 0.17 0.00 0.00

using symmetry
[1] 0.15 0.00 0.16 0.00 0.00

So the potential gains are minor compared to using an optimized BLAS.