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Which C compiler and BLAS/LAPACK library should I use: gretl’s numerical efficiency in different configurations

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  • Marcin Błażejowski

    (WSB Merito University in Torun)

Abstract

gretl can be compiled with different C compilers and linked against different BLAS/LAPACK libraries. Some of them are free (as in speech), and some of them are for free (as in beer). By default, we assume that the user compiles gretl with gcc (a part of the GNU Compiler Collection) and links it against OpenBLAS. However, this scenario might not be optimal. Why?

Suggested Citation

  • Marcin Błażejowski, 2024. "Which C compiler and BLAS/LAPACK library should I use: gretl’s numerical efficiency in different configurations," Computational Statistics, Springer, vol. 39(7), pages 3497-3522, December.
    • Handle: RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01461-w
    DOI: 10.1007/s00180-024-01461-w
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