Parallelization - kaskr/adcomp GitHub Wiki
BLAS
TMB uses the following BLAS kernels when calculating function value and derivatives
| Function | Gradient |
|---|---|
| dgemm | dgemm |
| dsyrk | dsymm |
| dtrsm | dtrsm |
| dpotrf | dpotri |
If your model spends a significant amount of time in these BLAS operations you may benefit from an optimized BLAS library e.g. MKL or OpenBLAS for CPU or nvblas for GPU. For a good result it's critical that
- All required BLAS kernels are part of the library (currently not the case for nvblas ? ).
- The library should not add significant overhead for small matrices (OPENBLAS have had problems - is it still the case ? ).