MKL seems to beat ATLAS, but some problems... (was RE: [R] linkin g R against MKL)

[Liaw, Andy]

Hi all,

I managed to at least compile R-patched (2002-01-08) against MKL 5.1 (not
beta).  The release notes for MKL said that the libraries are threaded, and
the test codes needed to be linked against the pthread library.  Therefore I
added -lpthread flag in config.site for R-patched, and the compile went
through.  However, when I did make check, it choked on a call to La.eigen,
complaining that "lapack routines cannot be loaded".  If anyone can provide
some hints, I'd really appreciate it.  Note: MKL is claimed to contain full
lapack routines.

The test that Thomas referred to on the ATLAS list is at:
http://www.geocrawler.com/archives/3/15666/2001/9/0/

The note said that MKL 5.1 beta was not compared because of NDA on the beta.
Since the one I downloaded is not beta, and there are no NDA clause in the
license, I suppose I won't be sued for posting the following comparison.

For n=1000, 10000, and 100000, x is matrix(runif(n*100), n, 100). y is
runif(n).  I compared the timing for crossprod(x,x), qr(x), and lm(y ~ x).
Reported below are results of system.time()[1]:

          n       x'x    qr(x)   lm(y ~ x)
ATLAS321  1000    0.04    0.18    0.75
MKL51     1000    0.03    0.12    0.72

ATLAS321  10000   0.37    2.83    6.12
MKL51     10000   0.28    2.77    6.08

ATLAS321  1e+05   3.76   33.48   53.7
MKL51     1e+05   2.76   27.23   47.26

So it does seem to provide some modest improvement over ATLAS, at least on
this particular machine (dual P3-866 Xeon with 2GB RDRAM).

Regards,
Andy


> -----Original Message-----
> From: Thomas Lumley [mailto:tlumley at u.washington.edu]
> Sent: Friday, January 11, 2002 2:42 PM
> To: Liaw, Andy
> Cc: 'r-help at stat.math.ethz.ch'
> Subject: Re: [R] linking R against MKL
> 
> 
> On Fri, 11 Jan 2002, Liaw, Andy wrote:
> > Also, has anyone compared MKL with ATLAS?  Maybe it's not 
> worth the effort
> > fooling with MKL?
> 
> There's some discusssion on the math-atlas-results list at the ATLAS
> sourceforge page.  It looks as though it probably isn't worth 
> the effort
> at least for double precision reals. YMMV.
> 
> Another thing to note is that ATLAS is reporting substantial slowdowns
> with gcc 3 especially on Athlons but even on Intel chips.
> 
> 	-thomas
> 
> Thomas Lumley			Asst. Professor, Biostatistics
> tlumley at u.washington.edu	University of Washington, Seattle
> 
> 

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