[Rd] Debate: Shall some of Microsoft R Open Code be ported to mainstream R?

[Avraham Adler]

On Mon, Oct 30, 2017 at 12:45 PM, Cohn, Robert S
<robert.s.cohn at intel.com> wrote:
> I think the thing that is missing is a simple way for end users on windows to replace blas/lapack libraries with MKL-a package that you install that puts the libraries in the right place.
>
> Microsoft provides something for their distro, but we don't have the equivalent if you get R from cran.
>

Dr. Ei-ji Nakama has some compiled GotoBLAS Rblas DLLs on his site
[1], but they are rather old now. I've toyed with the idea of doing
something similar for OpenBLAS—which requires tricking R into thinking
it's ATLAS [2]—and hosting at least a Sandy Bridge and a dynamic
version. I'm not sure how the licenses and copyrights would interact
though. Also, that only works for the BLAS. Using an optimized LAPACK
is even more difficult. On Unix-likes, the manual does not recommend
it but it's allowed as an option in the configure [3]. For OpenBLAS
(and ATLAS for that matter), even though one can build an optimized
LAPACK, there is no way to access the build of the LAPACK on Windows
through Mkrules.local, and R_HOME/src/modules/lapack/README makes it
seem to be rather difficult, if not impossible. I believe the MKL
includes a specialized LAPACK; I do not know if this is compiled into
M$ R, though.

Thanks,

Avi

[1] https://prs.ism.ac.jp/~nakama/SurviveGotoBLAS2/binary/windows/
[2] https://www.avrahamadler.com/r-tips/build-openblas-for-windows-r64/
[3] https://cran.r-project.org/doc/manuals/r-release/R-admin.html#LAPACK