[Rd] MKL with latest Rs

[Robert B. Gramacy]

Hi Tomas,

That does the trick, thanks!  In fact, I had those lines commented out in
my Rmkl startup script but I can't remember why, since they're part of
Intel's instructions.  Strange that things still worked for somewhat older
Rs.  (Perhaps that's why I canceled them.)

Dirk, if you're listening, it might help to add a note to your blog post.
I guess it's not as simple as "update-alternatives and done" because
environment variables still need to be set.

Cheers,
Bobby



On Fri, 26 Jul 2019 at 06:22, Tomas Kalibera <tomas.kalibera using gmail.com>
wrote:

> Dear Robert,
>
> try setting these MKL environment variables
>
> export MKL_INTERFACE_LAYER=GNU,LP64
> export MKL_THREADING_LAYER=GNU
>
> the example should then report correct results (and regardless of the
> version of R). There is no need to rebuild R from source, but when you
> are building from source, this problem would be detected by checks in R
> configure scripts. I can reproduce the problem on Ubuntu 19.04 and MKL
> installed from binaries as described in Dirk's blog, both with R 3.5.2
> and R-devel, and the problem goes away on both when the variables are set.
>
> Best
> Tomas
>
> On 7/17/19 3:18 PM, Robert B. Gramacy wrote:
> > Dear R-devel team,
> >
> > I've encountered problems with recent Rs (>= 3.5.3) and MKL.  I've
> followed
> > Dirk's (http://dirk.eddelbuettel.com/blog/2018/04/15/) and Intel's (
> >
> https://software.intel.com/en-us/articles/quick-linking-intel-mkl-blas-lapack-to-r
> )
> > instructions and many versions of MKL.  All works fine in my Ubuntu 18
> > setup for R 3.5.2 and older.  Carrying out the install and linking
> > instructions works fine for later Rs, but calculations involving linear
> > algebra become corrupted.  E.g., following Dirk's very simple svd example
> > from that link above ...
> >
> >> n <- 1e3
> >> X <- matrix(rnorm(n*n),n,n)
> >> Xsvd <- svd(X)
> >> Xsvd$d[1:5]
> > [1] 63.09366 62.47868 62.26147 61.94530 61.84727
> >
> > ... you get Eigenvalues that are bigger than 1e26 in R-devel, say, but
> > (correct) values near 60 with R 3.5.2.
> >
> > I just wanted to throw that out there in case anyone else had come across
> > something similar.  I don't mind using a slightly older R/MKL for my
> > stuff.  I might speculate that the Microsoft R Open folks are having
> > similar issues because they're still using older Rs.
> >
> > I haven't tried compiling and linking from source (
> > https://cran.r-project.org/doc/manuals/R-admin.html#MKL) because I
> haven't
> > had success with that in some time.
> >
> > -B
> >
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> >
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>
>
>

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