Archive for 2011-05-21

Slowing down matrix multiplication in R

After I realized that some aspects of R’s implementation are rather inefficient, one of the first things I looked at was matrix multiplication.  There I found a huge performance penalty for many matrix multiplies, a penalty which remains in the current version, 2.13.0.  As discussed below, eliminating this penalty speeds up long vector dot products by a factor of 9.5 (on my new machine), and other operations where the result matrix has at least one small dimension are sped up by factors that are somewhat smaller, but still substantial. There’s a long story behind why R’s matrix multiplies are so slow… (more…)

2011-05-21 at 10:52 pm 12 comments


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