> Douglas Bates <dmbates_at_gmail.com> wrote on Tue 24 Jan 2006 -
14:38:46 GMT:
>
[snip]> More seriously, the approach to speeding up model fitting that has been
most successful to date is to speed up the BLAS
> (Basic Linear Algebra Subroutines), especially the Level-3 BLAS. The bulk
of the computation in the Matrix package takes
> place in either Lapack (for dense matrices) or CHOLMOD (for sparse
matrices) code and those are based on calls to the
> Levels 1, 2 and 3 BLAS. The Atlas package and K. Goto's BLAS are
designed to obtain the highest level of performance
> possible from the CPU on these routines. I think the easiest way of
incorporating the power of the GPU into the model
> fitting process would be to port the BLAS to the GPU. I also imagine that
someone somewhere has already started on that.
>
I haven't seen anything more recent about using GPUs to compute for R, but
NVIDIA just recently made available a beta of its
CUDA environment for general-purpose computation on its new 8800-series GPUs,
and there seems to be a BLAS library there.
I tried to include links in this message, but I got "Message rejected by
filter rule match" from r-devel-owner when I did so.
