dear R wizards: while extolling the virtues of R, one of my young econometrics colleagues told me that he still wants to run ox because [a] his code is written in it (good reason); [b] because ox seems to be faster than R in most benchmarks (huh?). this got me to wonder. language speed can't matter much, so it must be mostly the underlying matrix algebra by now. I presume that nowadays most of the plain matrix operation speed depends primarily on which hardware features the library accesses. (The basic algorithms aren't so different, so even though the algorithm may have mattered a long time ago, they are probably pretty similar nowadays. hmmm...maybe matrix inversion still is different, but multiplication and adding should not be.) On x86 architecture, I believe there is a hierarchy in terms of raw processing power: FPU < SSE* < GPU. is it even possible to use the GPU now for math processing (linux or windows), and specifically in R? assuming I compile everything with the proper SSE flags and atlas, is SSE* fully taken advantage of? regards, /ivo
speed?
1 message · ivo welch