I’ve updated the directions as to how to build 64-bit R for Windows linking to OpenBLAS, as the entire R build process for Windows will change for R version 3.2 and subsequent. I’ve turned it into a static page, instead of a post, in case the build process changes again. While the title has 3.2 in it, the URL doesn’t, so it should be future-proof. Then again, that’s number 47 on the list of 996 famous last words! As always, I’m interested in hearing if anyone successfully builds it and how much of a difference it makes. ∞
Updated R & BLAS Timings
With the recent releases of R 3.2.4 and OpenBLAS 2.17, I decided it was time to re-benchmark R speed. I’ve settled on a particular set of tests, based on my experience as well as some of Simon Urbanek’s work which I separated into two groups: those focusing on BLAS-heavy operations and those which do not. Read the full article…