[Rd] Out of date instructions to build R using MKL

[Milan Bouchet-Valat]

Hi!

I've been playing with MKL for a few days and I noticed the instructions
in the R Installation Administration manual [1] no longer apply. It
seems that since version 10.0 (the one used by the manual),
libmkl_lapack.so has been renamed/split (although the official
explanations seem to imply this was already the case in 10.0 [2]).

As a consequence, the instructions for dynamic linking no longer work
with the last version (2011-sp1). This is also the case of what is
explained on several sites like [3] or [4]. The manual's instructions to
link statically to MKL still work fine, though.

I'm merely signaling this fact to more clued people, since I've not been
able to get R to dynamically link to MKL. I'm always getting this notice
during ./configure:
> checking whether double complex BLAS can be used... no

Anyways, one of the problems is also that it's no longer possible to
make libRblas.so and libRlapack.so symlinks to the Intel libs, as they
are split into several files.

If nobody knows how or cares about to fix this ATM, a simple warning
that the instructions are outdated would already improve the situation,
as it took me some time to understand things had changed and I wasn't
just being silly. ;-)

(That said, I'm not convinced using an external BLAS/LAPACK is really
interesting for standard desktops. Performances gains compared to
default packages are incredible in benchmarks, but for real use cases
multi-threading often makes things slower - at least for me, using gnm.
I guess this is mostly interesting for very larges matrices, and not for
many repeated small operations.)

Regards


1: http://cran.r-project.org/doc/manuals/R-admin.html#MKL
2: http://software.intel.com/en-us/forums/showthread.php?t=81302
3:
http://www.r-bloggers.com/compiling-64-bit-r-2-10-1-with-mkl-in-linux/
4: http://www.rd.dnc.ac.jp/~otsu/lecture/RwithMKL.html