Parallel with Microsoft R open (MKL), but no improvement
<p>I'm running an MCMC algorithm and Microsoft R open on Windows 7 has improved my speed a lot. But right now I need to run tons of simulations using my algorithm, so I used the R snow package to parallel my code. However, it doesn't work.</p>

<p>To be specific, the Microsfot R open on my PC is using 4 cores for calculation, while there are 8 cores in total. So I'm thinking I will parallel 2 process on my PC since each will need 4 cores for MKL library. But the parallel isn't real at all. I set up all my 8 cores when paralleling. My test program will need 5 minutes to run. But if I'm paralleling my program with a copy of that, I hope the 2 process will take 5 minutes as well. But actually it took 10 minutes, just like running the 2 process sequentially.</p>

<p>The same thing happened if I tried to open two R sessions and run the programs in the two R sessions. Usually it will only need 5 mins, but now each of them will take 10 mins.</p>

<p>So where am I messing up? Is that the problems about two layers of parallel? One is at my level, the other one is at the intel MKL level? </p>