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My surprising experience in trying out REvolution's R

We've taken a look at this in a bit more detail; it's a very
interesting example.  Although the code uses several functions that
exploit the parallel processing in REvolution R (notably %*% and
chol), this was one of those situations where the overheads of
threading pretty much balanced any performance gains: the individual
matrices for the operations were too small.

For some examples where the performance gains do show, see:
http://www.revolution-computing.com/products/r-performance.php

A more promising avenue for speeding up this code lies in
parallelizing the outer for(i in 1:200) loop...

# David Smith
On Tue, Apr 21, 2009 at 9:26 AM, Jason Liao <JLIAO at hes.hmc.psu.edu> wrote: