Even though in recent years the scale of statistical analysis problems has
increased tremendously, many statistical software tools are still limited to
single-node computations. However, statistical analyses are largely based on
dense linear algebra operations, which have been deeply studied, optimized and
parallelized in the high-performance-computing community. To make
high-performance distributed computations available for statistical analysis,
and thus enable large scale statistical computations, we introduce RElem, an
open source package that integrates the distributed dense linear algebra
library Elemental into R. While on the one hand, RElem provides direct wrappers
of Elemental's routines, on the other hand, it overloads various operators and
functions to provide an entirely native R experience for distributed
computations. We showcase how simple it is to port existing R programs to Relem
and demonstrate that Relem indeed allows to scale beyond the single-node
limitation of R with the full performance of Elemental without any overhead.Comment: 16 pages, 5 figure
