Blog Archives

Parallel computation with helper threads in pqR

June 23, 2013
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Parallel computation with helper threads in pqR

One innovative feature of pqR (my new, faster, version of R), is that it can perform some numeric computations in “helper” threads, in parallel with other such numeric computations, and with interpretive operations performed in the “master” thread. This can potentially speed up your computations by a factor as large as the number of processor cores

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Announcing pqR: A faster version of R

June 22, 2013
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Announcing pqR:  A faster version of R

pqR — a “pretty quick” version of R — is now available to be downloaded, built, and installed on Linux/Unix systems. This version of R is based on R-2.15.0, but with many performance improvements, as well as some bug fixes and new features. Notable improvements in pqR include: Multiple processor cores can automatically be used to perform some numerical

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GRIMS — General R Interface for Markov Sampling

June 25, 2011
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GRIMS — General R Interface for Markov Sampling

I have released a (very) preliminary version of my new MCMC software in R, which I’m calling GRIMS, for General R Interface for Markov Sampling. You can get it here. This software differs from other more-or-less general MCMC packages in several respects, all but one of which make it, I think, a much better tool

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Two textbooks on probability using R

June 18, 2011
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Two textbooks on probability using R

This fall, I’ll be teaching a second-year course on Probability with Computer Applications, which is required for Computer Science majors.  I’ve taught this before, but that was five years ago, so I’ve been looking to see what new textbooks would be suitable.  The course aims not just to use computer science applications as examples, but

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New patches to speed up R 2.13.0

June 9, 2011
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New patches to speed up R 2.13.0

I have now released a new collection of 30 patches to speed up R version 2.13.0. You can get them here Assessing how much these patches speed up R is difficult. First of all, the speedup varies tremendously with the type of program. It also varies quite a bit with the machine and compiler used

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Slowing down matrix multiplication in R

May 21, 2011
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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

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Speed tests for R — and a look at the compiler

May 13, 2011
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Speed tests for R — and a look at the compiler

I’ve gotten back to work on speeding up R, starting with improving my suite of speed tests.  Among other new features, this suite allows one to easily try out the “byte-code” compiler that is now a standard part of the latest release of R, version 2.13.0. You can get the suite here. I’ve been running

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Fourteen patches to speed up R

September 3, 2010
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Fourteen patches to speed up R

Following my discovery of two surprising inefficiencies in R, I’ve been inspired to spend much of the last two weeks looking for ways to speed it up. I’ve had quite a bit of success, both at finding ways to speed up particular functions, and at finding ways to reduce general interpretive overhead. You can get

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Speeding up parentheses (and lots more) in R

August 19, 2010
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Speeding up parentheses (and lots more) in R

As I noted here, enclosing sub-expressions in parentheses is slower in R than enclosing them in curly brackets. I now know why, and I’ve modified R to reduce (but not eliminate) the slowness of parentheses. The modification speeds up many other operations in R as well, for an average speedup of something like 5% for

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Two Surpising Things about R

August 14, 2010
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Two Surpising Things about R

I see that it’s been over a year since my last post!  I have a backlog of blog post ideas, but something else always seems to have higher priority.   Today, though, I have some interesting (and useful) things to say about R, which I discovered in the last few days, and which shouldn’t take long

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