This page contains details on how I measured the performance of matrix multiplication in R and Matlab.
The tests were measuring the time requred to multiply two 4096 by 4096 matrices. In R, both %*% and crossprod functions were tested. Matlab test includes both A*B and A*B' matrix multiplications. Each multiplication was performed 10 times and the fastest time was reported.
The tests were performed using the following software:
Batch file:
..\R-2.14.1_BLAS\bin\x64\Rscript.exe --vanilla test.R > 1_blas_64_Japan_time.txt ..\R-2.14.1_BLAS\bin\i386\Rscript.exe --vanilla test.R > 1_blas_32_ATLAS_time.txt ..\R-2.14.1\bin\x64\Rscript.exe --vanilla test.R > 1_noblas_64_slow_time_usual_R.txt ..\R-2.14.1\bin\i386\Rscript.exe --vanilla test.R > 1_noblas_32_slow_time_usual_R.txt "C:\Revolution\R-Enterprise-4.3\R-2.12.2\bin\x64\Rscript.exe" --vanilla test.R > 1_blas_revo_4.3.txt matlab -nodesktop -nojvm -wait -r "datatype='double';Matlab_GEMM;quit()" matlab -nodesktop -nojvm -wait -r "datatype='single';Matlab_GEMM;quit()" matlab -nodesktop -nojvm -wait -r "datatype='double';Matlab_GPU;quit()" matlab -nodesktop -nojvm -wait -r "datatype='single';Matlab_GPU;quit()"
Code for tests in R (test.R):
m1 = 2^12;
m2 = 2^12;
n = 2^12;
z1 = runif(m1*n); dim(z1) = c(m1,n);
z2 = runif(m2*n); dim(z2) = c(m2,n);
btimes = Inf;
for( i in 1:10 ) {
a = proc.time()[3];
z3 = z1 %*% t(z2);
b = proc.time()[3];
b-a
btimes = min( btimes, b-a );
}
bcross = Inf;
for( i in 1:10 ) {
a = proc.time()[3];
z4 = crossprod(z1,z2);
b = proc.time()[3];
bcross = min( bcross, b-a );
}
cat("%*%\t", btimes, "\tcrossprod\t", bcross );
Code for tests in Matlab (Matlab_GEMM.m):
% datatype = 'double';
% datatype = 'single';
n = 2^12;
m1 = 2^12;
m2 = 2^12;
z1 = rand(m1,n,datatype);
z2 = rand(m2,n,datatype);
best = Inf;
for i=1:10
a = tic;
z3 = z1*z2;
t = toc(a);
best = min(best,t);
end
bestt = Inf;
for i=1:10
a = tic;
z3 = z1*z2';
t = toc(a);
bestt = min(bestt,t);
end
clear z1 z2 z3;
bb = [best;bestt];
disp(min(bb));
disp(2*m1*m2*n / min(bb) /1e9);
save(['1_blas_Matlab_' datatype '.txt'],'bb','-ascii');
Code for GPU tests in Matlab (Matlab_GPU.m):
% datatype = 'double';
% datatype = 'single';
n = 2^12;
m1 = 2^12;
m2 = 2^12;
tic; z1 = parallel.gpu.GPUArray.randn(m1,n,datatype); toc;
tic; z2 = parallel.gpu.GPUArray.randn(m1,n,datatype); toc;
best = Inf;
for i=1:10
a = tic;
z3 = z1*z2;
t = toc(a);
best = min(best,t);
end
bestt = Inf;
for i=1:10
a = tic;
z3 = z1*z2';
t = toc(a);
bestt = min(bestt,t);
end
clear z1 z2 z3;
bb = [best;bestt];
disp(bb);
disp(2*m1*m2*n / min(bb) /1e9);
save(['1_blas_Matlab_GPU_' datatype '.txt'],'bb','-ascii');