Voici juste quelques notes (en mode ultra-draft) de travail et un début de liste de liens au sujet de l'utilisation des library BLAS & co pour/avec R. si ça peut aider, c'est cool ... sinon, ben c'est pas grave :D
@++ et bonne journée,
pierre
For faster R use OpenBLAS
For faster R use OpenBLAS instead: better than ATLAS, trivial to switch to on Ubuntu (Nathan VanHoudnos, 09/07/2013)[http://www.stat.cmu.edu/~nmv/2013/07/09/for-faster-r-use-openblas-instead-better-than-atlas-trivial-to-switch-to-on-ubuntu/]
some modification for ubuntu 13.10 (ça marche aussi avec 14.04):
Code : Tout sélectionner
# BLAS libraries:
$ apt-cache search libblas
# Installation of alternative Blas packages:
$ sudo apt-get install libopenblas-base libatlas3-bas
# Switching between BLAS libraries (and select what you want)
$ sudo update-alternatives --config libblas.so.3
# Switching between LAPACK libraries (and select what you want)
$ sudo update-alternatives --config liblapack.so.3
some results based on the Benchmark script "R-benchmark-25.R" from http://r.research.att.com/benchmarks/
Code : Tout sélectionner
# Intel(R) Xeon(R) CPU W3520 @ 2.67GHz, classical BLAS, classical Lapack, R-3.0.2
217.39 user 6.88 system 3:49.20 elapsed 97%CPU (0avgtext+0avgdata 1699600maxresident)k
# Intel(R) Xeon(R) CPU E5-1620 0 @ 3.60GHz, classical BLAS, classical Lapack, R-3.0.2
154.88 user 1.36 system 2:36.46 elapsed 99%CPU (0avgtext+0avgdata 424952maxresident)k
# Intel(R) Xeon(R) CPU E5-1620 0 @ 3.60GHz, OpenBLAS, classical Lapack, R-3.0.2
67.82 user 59.77 system 0:47.86 elapsed 266%CPU (0avgtext+0avgdata 438224maxresident)k
Additional information
http://blog.felixriedel.com/2012/10/spe ... mentation/
http://www.stat.cmu.edu/~nmv/2013/07/09 ... on-ubuntu/
http://blog.felixriedel.com/2012/11/r-b ... as-vs-mkl/
http://www.r-bloggers.com/compiling-r-3 ... l-support/
http://www.r-bloggers.com/using-mkl-lin ... n-eclipse/
http://cran.r-project.org/doc/manuals/R ... d-OpenBLAS
Some conflicts between OpenBLAS and parallel computing:
http://stackoverflow.com/questions/1292 ... -r-limited
http://stackoverflow.com/questions/1586 ... ecent-test
http://www.r-bloggers.com/parallel-r-lo ... and-linux/
https://hyperspec.wordpress.com/2012/07 ... s-threads/
Recent Benchmark comparing MKL, openBLAS, and so one (December 2014)
http://brettklamer.com/diversions/stati ... blas-in-r/
http://www.brodrigues.co/2014/11/11/ben ... atlas-rro/
http://blog.revolutionanalytics.com/201 ... n-mkl.html
http://blog.nguyenvq.com/blog/2014/11/1 ... as-vs-mkl/