  Linear algebra routines are basic building blocks for the statistical
software. In this paper we analyzed how can we can improve R performance for
matrix computations. We benchmarked few matrix operations using the standard
linear algebra libraries included in the R distribution and high performance
libraries like OpenBLAS, GotoBLAS and MKL. Our tests showed the the best
results are obtained with the MKL library, the other two libraries having
similar performances, but lower than MKL
