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Effect of BLAS on crossprod()
Wonderful package!
According to my experience crossprod()
largely relies on the BLAS you use. For the default one provided by R, it will be easily defeated by Eigen. However if you use an optimized BLAS such as OpenBLAS and enable the multi-threading, it should be way faster than Eigen.
You may want to report the implementation of BLAS you use, as well as some results of OpenBLAS.
Yixuan,
thanks for the pointer! I hadn't really considered that issue. I've been meaning to test out OpenBLAS but never get around to it