[Rd] Control multi-threading in standard matrix product

[Ghislain Durif]

Hi Tomas,

Thanks for your answer.

Indeed, I checked and my R-3.4.1 installed from the ubuntu repository 
use 'libopenblasp-r0.2.18.so' while my R-3.3.2 that I did compiled on my 
machine use 'libRblas.so' which explain the difference of behavior.

I will use RhpcBLASctl to avoid issue when combining matrix product and 
other multi-threading package.

Maybe this point regarding multi-threading with BLAS could be added in 
the R doc.

Thanks again,
Best,

Ghislain

Ghislain Durif
--------------------------
Research engineer THOTH TEAM
INRIA Grenoble Alpes (France)

Le 21/08/2017 à 15:53, Tomas Kalibera a écrit :
> Hi Ghislain,
>
> I think you might be comparing two versions of R with different BLAS 
> implementations, one that is single threaded (is your 3.3.2 used with 
> reference blas?) and one that is multi threaded (3.4.1 with openblas). 
> Could you check with "perf"? E.g. run your benchmark with "perf 
> record" in both cases and you should see the names of the hot BLAS 
> functions and this should reveal the BLAS implementation (look for 
> dgemm).
>
> In Ubuntu, if you install R from the package system, whenever you run 
> it it will use the BLAS currently installed via the package system. 
> However if you build R from source on Ubuntu, by default, it will use 
> the reference BLAS which is distributed with R. Section "Linear 
> algebra" of "R Installation and Administration" has details on how to 
> build R with different BLAS/LAPACK implementations.
>
> Sadly there is no standard way to specify the number of BLAS worker 
> threads. RhpcBLASctl has specific code for several existing 
> implementations, but R itself does not attempt to control BLAS multi 
> threading in any way. It is expected the user/system administrator 
> will configure their BLAS implementation of choice to use the number 
> of threads they need. A similar problem exists in other internally 
> multi-threaded third-party libraries, used by packages - R cannot 
> control how many threads they run.
>
> Best
> Tomas
>
> On 08/21/2017 02:55 PM, Ghislain Durif wrote:
>> Dear R Core Team,
>>
>> I wish to report what can be viewed as a bug or at least a strange
>> behavior in R-3.4.1. I ask my question here (as recommended on
>> https://www.r-project.org/bugs.html) since I am not member of the R's
>> Bugzilla.
>>
>> When running 'R --vanilla' from the command line, the standard matrix
>> product is by default based on BLAS and multi-threaded on all cores
>> available on the machine, c.f. following examples:
>>
>> n=10000
>> p=1000
>> q=5000
>> A = matrix(runif(n*p),nrow=n, ncol=p)
>> B = matrix(runif(p*q),nrow=p, ncol=q)
>> C = A %*% B # multi-threaded matrix product
>>
>>
>> However, the default behavior to use all available cores can be an
>> issue, especially on shared computing resources or when the matrix
>> product is used in parallelized section of codes (for instance with
>> 'mclapply' from the 'parallel' package). For instance, the default
>> matrix product is single-threaded in R-3.3.2 (I ran a test on my
>> machine), this new features will deeply affect the behavior of existing
>> R packages that use other multi-threading solutions.
>>
>> Thanks to this stackoverflow question
>> (https://stackoverflow.com/questions/45794290/in-r-how-to-control-multi-threading-in-blas-parallel-matrix-product), 
>>
>> I now know that it is possible to control the number of BLAS threads
>> thanks to the package 'RhpcBLASctl'. However, being able to control the
>> number of threads should maybe not require to use an additional package.
>>
>> In addition, the doc 'matmult' does not mention this point, it points to
>> the 'options' doc page and especially the 'matprod' section, in which
>> the multi-threading is not discussed.
>>
>>
>> Here is the results of the 'sessionInfo()' function on my machine for
>> R-3.4.1:
>> R version 3.4.1 (2017-06-30)
>> Platform: x86_64-pc-linux-gnu (64-bit)
>> Running under: Ubuntu 16.04.3 LTS
>>
>> Matrix products: default
>> BLAS: /usr/lib/openblas-base/libblas.so.3
>> LAPACK: /usr/lib/libopenblasp-r0.2.18.so
>>
>> locale:
>>    [1] LC_CTYPE=fr_FR.utf8       LC_NUMERIC=C
>>    [3] LC_TIME=fr_FR.utf8        LC_COLLATE=fr_FR.utf8
>>    [5] LC_MONETARY=fr_FR.utf8    LC_MESSAGES=fr_FR.utf8
>>    [7] LC_PAPER=fr_FR.utf8       LC_NAME=C
>>    [9] LC_ADDRESS=C              LC_TELEPHONE=C
>> [11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C
>>
>> attached base packages:
>> [1] stats     graphics  grDevices utils     datasets  methods base
>>
>> loaded via a namespace (and not attached):
>> [1] compiler_3.4.1
>>
>>
>>
>> and for R-3.3.2:
>> R version 3.3.2 (2016-10-31)
>> Platform: x86_64-pc-linux-gnu (64-bit)
>> Running under: Ubuntu 16.04.3 LTS
>>
>> locale:
>>    [1] LC_CTYPE=fr_FR.utf8       LC_NUMERIC=C
>>    [3] LC_TIME=fr_FR.utf8        LC_COLLATE=fr_FR.utf8
>>    [5] LC_MONETARY=fr_FR.utf8    LC_MESSAGES=fr_FR.utf8
>>    [7] LC_PAPER=fr_FR.utf8       LC_NAME=C
>>    [9] LC_ADDRESS=C              LC_TELEPHONE=C
>> [11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C
>>
>> attached base packages:
>> [1] stats     graphics  grDevices utils     datasets  methods base
>>
>>
>> Thanks in advance,
>> Best regards
>> ||
>>
>