Accelerating R with high performance linear algebra libraries
Bogdan Oancea (),
Tudorel Andrei () and
Raluca Mariana Dragoescu
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Raluca Mariana Dragoescu: The Bucharest University of Economic Studies
Romanian Statistical Review, 2015, vol. 63, issue 3, 109-117
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.
Keywords: R; linear algebra; BLAS; high performance computing (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:journl:v:63:y:2015:i:3:p:109-117
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