[Rd] Problem building R with Intel MKL v10 BLAS

[Hin-Tak Leung]

Prof Brian Ripley wrote:
> On Fri, 25 Jan 2008, Michael Braun wrote:
> 
>> Thanks for everyone's help.  Unfortunately, still no success.  So I 
>> took the alternate route suggested in section A.3.1.5 of R-admin, and 
>> just created a symbolic link from libRblas.so to 
>> .../libmkl_gf_lp64.so.  I can still multiply 2 matrices together in R, 
>> so it looks like this is working.  Can you propose any other test to 
>> be sure?
> 
> Run 'make check' ... it includes some tests specifically for working BLAS.
<snipped>

That reminds me of a discussion I had with our IT guy regarding building 
R 2.5.0 against MKL 8. He had MKL 8.0 against 2.4.x previously and it is
actually faster than 9.x ; but he was having trouble upgrading to R
2.5.0 (with MKL 8).

It turns out that R 2.5.0 added a couple of checks for some
double-complex BLAS/LAPACK routines (I can't remember which), which are 
missing in MKL8, so it is a fact that R 2.5.0 won't build against MKL 8 
- but will build against MKL 9, and once you have built 2.5.0 against 
MKL9, you can swap the libraries (somewhat dangerously) to get the speed
of MKL8 back...

It is not unthinkable that some more checks are added in 2.6.x and
MKL 10 is not passing them... one needs the result of config.log to be sure.