We have found that the default blas (basic linear algebra system) libraries supplied with R for MAC OS X have poor performance. Specifically, the following three commands, executed as root in a Terminal.app window reduces OpenMx execution time by 75% in some cases (ymmv).
cd /Library/Frameworks/R.framework/Libraries
sudo rm libRblas.dylib
sudo ln -s libRblas.0.dylib libRblas.dylib
Note that these commands simply reconfigure the link, they don't actually delete any libraries. To undo these commands one could do the following:
cd /Library/Frameworks/R.framework/Libraries
sudo rm libRblas.dylib
sudo ln -s libRblas.vecLib.dylib libRblas.dylib
Exactly why the vecLib version of libRblas is so slow is not clear; this is a problem for the R or OS X developers to tackle. Whether similar issues exist on linux and windows systems, I don't know, but perhaps others could experiment and comment.