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matrix multiplication speed R

4 messages · Joris Meys, Uwe Ligges, oyvfos

#
Hi,
A quick bench-mark of an R matrix muliplication 500by500 X 500by10000, all
random variates, with matlab reveals a huge difference in speed (5 times at
least). Is there anything that can be done in R to speed up the
multiplication?
Kind regards,  Oyvind
#
On 14.01.2011 11:38, Joris Meys wrote:
No, it is reasonable for matrix multiplication:

Matlab ships with optimized BLAS for various CPU types. In R, you have 
to get an optimized BLAS yourself.

How to link against optimized BLAS versions or how to substitute the 
BLAS is mentioned in the R INstallation and Administration manual.

Best,
Uwe Ligges