Accelerating R with high performance linear algebra libraries

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 lib...

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Main Authors: Bogdan Oancea, Tudorel Andrei, Raluca Mariana Dragoescu
Format: Article
Language:English
Published: Romanian National Institute of Statistics 2015-09-01
Series:Revista Română de Statistică
Subjects:
Online Access:http://www.revistadestatistica.ro/wp-content/uploads/2015/07/RRS3_2015_A10.pdf
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author Bogdan Oancea
Tudorel Andrei
Raluca Mariana Dragoescu
author_facet Bogdan Oancea
Tudorel Andrei
Raluca Mariana Dragoescu
author_sort Bogdan Oancea
collection DOAJ
description 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.
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spelling doaj.art-da4e0434c2f94dd58d7c06d41f0378472022-12-21T21:47:05ZengRomanian National Institute of StatisticsRevista Română de Statistică1018-046X1844-76942015-09-01633109117Accelerating R with high performance linear algebra librariesBogdan Oancea0Tudorel Andrei1Raluca Mariana Dragoescu2“Nicolae Titulescu” University of BucharestNational Statistics Institute of RomaniaThe Bucharest University of Economic StudiesLinear 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.http://www.revistadestatistica.ro/wp-content/uploads/2015/07/RRS3_2015_A10.pdfRlinear algebraBLAShigh performance computing
spellingShingle Bogdan Oancea
Tudorel Andrei
Raluca Mariana Dragoescu
Accelerating R with high performance linear algebra libraries
Revista Română de Statistică
R
linear algebra
BLAS
high performance computing
title Accelerating R with high performance linear algebra libraries
title_full Accelerating R with high performance linear algebra libraries
title_fullStr Accelerating R with high performance linear algebra libraries
title_full_unstemmed Accelerating R with high performance linear algebra libraries
title_short Accelerating R with high performance linear algebra libraries
title_sort accelerating r with high performance linear algebra libraries
topic R
linear algebra
BLAS
high performance computing
url http://www.revistadestatistica.ro/wp-content/uploads/2015/07/RRS3_2015_A10.pdf
work_keys_str_mv AT bogdanoancea acceleratingrwithhighperformancelinearalgebralibraries
AT tudorelandrei acceleratingrwithhighperformancelinearalgebralibraries
AT ralucamarianadragoescu acceleratingrwithhighperformancelinearalgebralibraries