[Rd] OpenBLAS in everyday R?

Keith O'Hara
Sat, 16 Dec 2017 22:50:16 -0000

On point 1):

The standard approach seems to favor the reference BLAS for reasons other
than speed.

For example, vecLib, Apple's multi-threaded BLAS library, is not the
default choice for macOS binaries due to concerns about 'precision'.
See:

https://cloud.r-project.org/bin/macosx/RMacOSX-FAQ.html#Whic
h-BLAS-is-used-and-how-can-it-be-changed_003f

This doesn't appear to be Mac- or vecLib-specifc. R-Core seem wary of
non-reference BLAS implementations for several reasons:

'External BLAS implementations often make less use of extended-precision
floating-point registers and will almost certainly re-order computations.
This can result in less accuracy than using the internal BLAS, and may
result in different solutions, e.g. different signs in SVD and
eigendecompositions.'

https://cran.r-project.org/doc/manuals/r-devel/R-admin.html#BLAS

I'm not sure how pervasive a problem this is, though.

Keith


On Sat, Dec 16, 2017 at 4:01 PM, Dirk Eddelbuettel <edd at debian.org>
wrote:

>
> Kenny,
>
> On 17 December 2017 at 09:28, Kenny Bell wrote:
> | Hi R-devel list,
> |
> | OpenBLAS is readily available for unix-likes:
> |
> | https://cloud.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf
>
> Please consider re-reading this vignette of mine. BLAS is an interface,
> OpenBLAS is but one implementation.  R has allowed you to switch between
> different implementations for a long time (if you used a shared library
> build), and illustrating / measuring the possible performance differences
> is
> the whole point of the gcbd benchmarking package.
>
> | However, my questions are:
> |
> | 1) Would R-devel consider using OpenBLAS for the main distribution of R
> for
> | all platforms including Windows?
> | 2) If so, would R-devel set the default multi-thread level to the number
> of
> | (real) cores on a machine?
>
> It's complicated. If you fork at the process-level (with package
parallel
> or
> one of the many other mechansim) and then also used multi-threaded BLAS you
> can starve yourself for resources quickly.
>
> | My sense is there're a lot of wasted resources on laptops and
personal
> | desktops around the world that could be utilised by such a switch. I
> | believe most unix-like users don't know about OpenBLAS and are
blissfully
> | ignorant of the available speed gains. It seems to be quite difficult
> for a
> | typical Windows user to get this done today.
>
> Many things a developer / power-user would do are very difficult on
> Windows. It is one of the charms of the platform. On the other hand you do
> get a few solitaire games so I guess everybody is happy.
>
> Dirk
>
> | Thanks heaps,
> | Kenny
> |
> |       [[alternative HTML version deleted]]
> |
> | ______________________________________________
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> | https://stat.ethz.ch/mailman/listinfo/r-devel
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
>
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