Reputation: 63
What are some R packages for supervised learning that take advantage of multithreaded BLAS to do parallel computations (e.g., matrix multiplication)? If R is compiled with a multithreaded BLAS implementation (e.g., ATLAS, GotoBlas2), are compiled R packages automatically linked to the same BLAS library?
Upvotes: 0
Views: 531
Reputation: 368439
Yes -- BLAS a plugin standard, and you improve your run-time by going from "reference blas" (package refblas) to "automatically tuned linear algebra blas" (package atlas) and the multithreaded versions MKL (commercial), GotoBlas (now defunct) or OpenBLAS.
I have a package gcbd
which provides a comparison framework, and a draft vignette illustrating it.
(And Eigen / RcppEigen are different as Eigen does by its own choice bypass the BLAS interface for many / most operations.)
Upvotes: 3