[R-SIG-Finance] Multi CPUs PC

[Dirk Eddelbuettel]

On 11 November 2008 at 10:19, Jorge Nieves wrote:
| I have a PC with four CPUs. I am running a program that is doing some
| heavy amount of number crunching. My program is running using only one
| of the available CPU.  I would like to use the 4 CPUs at the same time,
| so as to speed the computing time. Can someone recommend the best way to
| do that? 
| 
| Any tips are highly appreciated.

First off, consider profiling to see what part of your 'heavy amount of
number crunching' actually consumes the most time.

Second, based on that profiling information, consider where to spend your
precious developer time. Some gains are easier to be had. If you do a lot of
matrix multiplication, use of the proper BLAS will automagically use
multithreaded versions spanning your cpus. Another option is Ra which
compiles R expressions 'just in time' for you.  Then there is the use of
compiled code. And lastly, there may be use in parallelising via MPI or NWS.

All of this was covered in my Use R! tutorial in August, you can see the
slides via http://dirk.eddelbuettel.com/presentations.html

Lastly, everything covered in the tutorial should run 'as is' on Debian /
Ubuntu systems, and I also provided a bootable iso containing all the
software from the tutorial so that you could run it rightaway. 

Hope this helps,  Dirk

-- 
Three out of two people have difficulties with fractions.