BLAS/Lapack for OS X
ripley@stats.ox.ac.uk wrote:
...
I have hacked the code to use sunperf and on real problems the gain is negligible.
... I also found this to be the case in some recent testing I did in Linux (Mandrake 9.0) with an AMD Athlon 2100+. Converting from my non BLAS version of R 1.6.1 to optimized ATLAS saved about 10 minutes on a 4.5 hour test suite. This was using a .a rather than a .so version of the library, but according to a comment by Doug Bates, the .a library is probably faster (but I presume uses more memory). The tests do many things I would not expect to benefit from ATLAS, but about a quarter of the time is spent on programs that do make fairly heavy use of La.svd and La.eigen. So, on some problems you might save some time, but overall I think, as Brian says, the gain is negligible. Paul Gilbert