[R] Compiling R with multi-threaded BLAS math libraries - why not actually ?

[Matt Shotwell]

In the case of REvolution R, David mentioned using the Intel MKL,
proprietary library which may not be distributed in the way R is
distributed. Maybe REvolution has a license to redistribute the library.
For the others, I suspect Gabor has the right idea, that the R-core team
would rather not keep architecture dependent code in the sources,
although there is a very small amount already (`grep -R __asm__`).

However, I know using Linux (Debian in particular) it is fairly
straightforward to build R with `enhanced' BLAS libraries. The R
Administration and Installation manual has a pretty good section on
linking with enhanced BLAS and LAPACK libs, including the Intel MKL, if
you are willing cough up $399, or swear not to use the library
commercially or academically.

Maybe a short tutorial using free software, such as ATLAS would be
suitable content for an r-bloggers post :) ?

Matt Shotwell
Graduate Student
Div. Biostatistics and Epidemiology
Medical University of South Carolina

On Fri, 2010-06-11 at 19:21 -0400, Tal Galili wrote:
> Hello all,
> I came across<http://www.r-bloggers.com/performance-benefits-of-linking-r-to-multithreaded-math-libraries/>
> David
> Smith's new post
> Performance benefits of linking R to multithreaded math
> libraries<http://blog.revolutionanalytics.com/2010/06/performance-benefits-of-multithreaded-r.html>
> Which explains how (and why) REvolution distribution of R uses
> different BLAS math libraries for R, so to
> allow multi-threaded mathematical computation.
> What the post doesn't explain is why it is that native R distribution
> doesn't use the multi-threaded version of the libraries.  Is it because
> R-devel team didn't get to it yet or is it for some technical reason.
> Could someone please help to explain the situation?
> 
> Thanks in advance,
> Tal
> 
> p.s: I wasn't sure if to send the question here or to R-devel, I decided to
> send it here.  If I am in the wrong - please let me know.
> 
> 
> 
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