Accelerating R with high performance linear algebra libraries
Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 3
Abstract
Linear algebra routines are basic building blocks for the statistical software. In this paper we analyzed how can we improve R performance for matrix computations. We benchmarked few matrix operations using the standard linear algebra libraries included in the R distribution and high performance libraries like OpenBLAS, GotoBLAS and MKL. Our tests showed the best results are obtained with the MKL library, the other two libraries having similar performances, but lower than MKL.
Authors and Affiliations
Bogdan Oancea, Tudorel Andrei, Raluca Mariana Dragoescu
Keywords
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