[Rd] OpenBLAS in everyday R?

[Juan Telleria]

Julia Programming Language uses also OpenBlas, and it is actively
maintained with bugs being fixed as I have checked it out:

http://www.openblas.net/Changelog.txt

So I still see it ok to be included as an options(...) feature (by default
off, just for safety), over other Blas libraries.

R could not use Intel MKL for legal reasons (I think), because as long that
R ships with GPL libraries, shipping R by default with Non-GPL is illegal.

Cheers,
Juan

El 17/12/2017 2:50 a. m., "Avraham Adler" <avraham.adler at gmail.com>
escribió:

> On Sat, Dec 16, 2017 at 7:41 PM, Kenny Bell <kmbell56 at gmail.com> wrote:
> > It seems like many of the multi-threaded BLASes have some sort of
> > fundamental problem preventing use in the way Juan suggests:
> >
> >  - Dirk's vignette states that ATLAS "fixes the number of cores used at
> > compile-time and cannot vary this setting at run-time", so any
> > user-friendly implementation for R would have to compile ATLAS for 1-16
> > threads to allow the user to switch at run-time. This might dramatically
> > affect install times.
> >
> >  - MKL seems like it's been outright rejected in the past based on not
> > being "free-enough".
> >
> >  - OpenBLAS causes crashes.
> >
> > Has anyone tried ExBLAS for use with R?
> >
> > On Sun, Dec 17, 2017 at 1:03 PM, Peter Langfelder <
> > peter.langfelder at gmail.com> wrote:
> >
> >> I would be very cautious about OpenBLAS in particular...  from time to
> >> time I get complains from users that compiled code calculations in my
> >> WGCNA package crash or produce wrong answers with large data, and they
> >> all come from OpenBLAS users. I am yet to reproduce any of their
> >> crashes when using MKL and ATLAS BLAS implementations.
> >>
> >> Just my 2 cents...
> >>
> >> Peter
>
> I've been building R on Windows 64 bit with OpenBLAS for years and my
> builds pass check-devel. For a while in the past it failed one check
> as the tolerance was 5e-5 and with my build of OpenBLAS the error was
> 5.4e-5 or 5.7e-5, but that was changed around R 3.3, if I recall
> correctly. I provide descriptions here [1], but I haven't gone so far
> as to post compiled Rblas.dlls just yet. My personal build sets 4
> threads when compiling OpenBLAS itself as I'm currently on a quad-core
> SandyBridge. In tests I ran a few years ago, both single and multi
> threaded BLAS compile and then can be compiled into R with no issues
> (on my platforms, at least). Most matrix operations performed better
> with multi-threaded except for R's eigenvalue decomposition, to the
> nest of my recollection.
>
> Avi
>
> [1] https://www.avrahamadler.com/r-tips/build-openblas-for-windows-r64/
>
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