今天终于安装成功了OpenBLAS。对坛友enthumelon和king64的无私帮助表示感谢!
用R自带的Rblas计算结果:
<br />
> x <- matrix(rnorm(14761*14761,3,0.2),ncol=14761)<br />
> gc()<br />
used (Mb) gc trigger (Mb) max used (Mb)<br />
Ncells 208382 11.2 407500 21.8 350000 18.7<br />
Vcells 218197628 1664.8 458133964 3495.3 436245544 3328.3<br />
> system.time(y <- solve(x))<br />
user system elapsed<br />
2474.36 5.29 2558.25<br />
安装OpenBLAS之后再运算一次
<br />
> x <- matrix(rnorm(14761*14761,3,0.2),ncol=14761)<br />
> gc()<br />
used (Mb) gc trigger (Mb) max used (Mb)<br />
Ncells 185240 9.9 407500 21.8 350000 18.7<br />
Vcells 218169033 1664.5 458103950 3495.1 436216959 3328.1<br />
> system.time(y <- solve(x))<br />
user system elapsed<br />
351.25 7.24 256.95<br />
差距大概有十倍,一个数量级,效率提升很可观。
</p>