**CYBAEA Data and Analysis**, and kindly contributed to R-bloggers)

Following on from my previous post about improving performance of R by linking with optimized linear algebra libraries, I thought it would be useful to try out the five benchmarks Revolutions Analytics have on their Revolutionary Performance pages.

For convenience I collected their tests into a single script revolution_benchmark.R that I can simply run with `Rscript --vanilla revolution_benchmark.R`

.

The results, compared with the speed-up factors Revolution claims for their version:

R | R + ATLAS | Speed-up | Revolution’s claimed speed-up | |
---|---|---|---|---|

Matrix Multiply | 360.96 | 9.30 | 37.8 | 41.0 |

Cholesky Factorization | 27.28 | 5.65 | 3.8 | 21.0 |

Singular Value Decomposition | 98.73 | 23.57 | 3.2 | 12.6 |

Principal Components Analysis | 454.55 | 40.92 | 10.1 | 15.2 |

Linear Discriminant Analysis | 271.44 | 79.61 | 2.4 | 4.4 |

In all instances Revolution’s claimed speed-up is greater, though probably not significantly so for the Matrix Multiply test and hardly so for the Principal Components Analysis. (Of course, I do not have a copy of Revolution Analytics’ product, so I can’t verify their claims or make a comparable test.)

Whether saving 48 seconds on a linear discriminant analysis is enough to justify buying the product is a decision I leave to you: you know what analysis you do. For me, there are (many) orders of magnitudes to be gained by better algorithms and better variable selections so I am not too worried about factors of 2 or even 10. For extra raw power, I run R on a cloud service like AWS which scales well for many problems and is easy to do with stock R while I guess there are some sort of license implications if you wanted to do the same with Revolution’s product. (But I *like* Revolution and am still trying to find an excuse to use their product.)

Your mileage may vary.

Jump to comments.

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Twitter CommentRT @Rbloggers: Comparing standard R with Revoutions for performance: Following on from my previous… [link to post] #rstats

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