Some databases are better than others for data warehouses and standalone data marts. Databases that are designed for query speed -- not insert speed -- are optimal for storing data for analysis. For this reason, such databases are often referred to as analytic databases. Examples include Netezza, InfoBright, Teradata, and Greenplum, though Pentaho does not specifically endorse or recommend any specific analytic database.
If you are not currently using an analytic database as your ROLAP data source, and you are experiencing poor query performance, then switching to an analytic database should be among your first considerations for improving Pentaho Analysis performance.