matrix by vector multiplication - R versus Matlab
Here's something kind of shocking:
The precompiled R distribution that is downloaded from CRAN makes use of the reference BLAS/LAPACK implementation for linear algebra operations
The "reference BLAS" is the non-optimized, non-accelerated BLAS, unlike OpenBLAS or Intel MKL. Matlab uses MKL, which is accelerated.
This seems to be confirmed by
sessionInfo() in my R 3.6.0 on macOS:
> sessionInfo() R version 3.6.0 (2019-04-26) Platform: x86_64-apple-darwin15.6.0 (64-bit) Running under: macOS Mojave 10.14.6 Matrix products: default BLAS: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
If I'm reading this right, that means that by default, R uses a slow BLAS, and if you want it to go fast, you need to do some configuration to get it to use a fast BLAS instead.
This is a little surprising to me. As I understand it, the reference BLAS is generally primarily used for testing and development, not for "actual work".
I get about the same timings as you in R 3.6 vs Matlab R2019b on macOS 10.14: 0.04 seconds in Matlab, 4.5 seconds in R. I think that's consistent with R using a non-accelerated BLAS.