gstat now uses Lapack
On 10/20/2015 05:58 AM, Edzer Pebesma wrote:
gstat 1.1-0, now on CRAN, no longer comes with its own functions for matrix factorization and solving systems of equations [1], but now directly uses Lapack (dpotrf and dtrsm) through R's own lapack interface and R_ext/Lapack.h header files. For global kriging at one location from 10,000 observations, as in library(sp) library(gstat) set.seed(1331) n = 10000 pts = SpatialPoints(cbind(x = runif(n), y = runif(n))) pts$z = runif(n) k <- krige(z~1, pts, pts[1,], vgm(1, "Exp", 1)) I see a speed increase from 120 (gstat 1.0-26) to 46 seconds; using openblas on a 4 core laptop brings this down to 15 seconds - I expect sth similar with MKL/RevoR. For local kriging on large data sets with smaller neighborhoods and many locations, I wouldn't expect large improvements; for global kriging of large data sets to many prediction locations, krige0 may be faster when you use openblas or MKL - as long as things fit in memory. I'd be happy to hear experiences (positive and negative), or otherwise reactions or questions. [1] it formerly used meschach, http://homepage.math.uiowa.edu/~dstewart/meschach/
_______________________________________________ R-sig-Geo mailing list R-sig-Geo at r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-geo
Hi Edzer, This is good to hear and I look forward to testing it. FYI, I have also been extending gls.c to use BLAS & LAPACK. However, when compiled using icc it canl optionally offload BLAS & LAPACK tasks (using openMP offload) to a co-processor, such as a Xeon Phi card. Once finished and tested I will circulate it. Cheers Tim -------------------- Dr. Tim Peterson The Department of Infrastructure Engineering The University of Melbourne, 3010 Australia T: +61 3 8344 9950 <tel:%2B61%203%208344%209950>, M: +61 0438 385 937 <tel:%2B61%200438%20385%20937> Dept. profile : http://www.ie.unimelb.edu.au/people/staff.php?person_ID=141135 Research Gate : https://www.researchgate.net/profile/Tim_Peterson7 Google Scholar: http://scholar.google.com.au/citations?user=kkYJLF4AAAAJ&hl=en&oi=ao