[R] Building R for better performance

[Simon Blomberg]

Is MKL open source software? If not, that could be the sticking point.

Simon.

On 02/09/14 07:24, lejeczek wrote:
> could you tell us if the same/similar performance benefits we should 
> expect when gnu complier suite + MKL are teamed up?
> and how to configure such a compilation?
> many thanks
>
> On 04/03/14 21:44, Anspach, Jonathan P wrote:
>> Greetings,
>>
>> I'm a software engineer with Intel.  Recently I've been investigating 
>> R performance on Intel Xeon and Xeon Phi processors and RH Linux.  
>> I've also compared the performance of R built with the Intel 
>> compilers and Intel Math Kernel Library to a "default" build (no 
>> config options) that uses the GNU compilers.  To my dismay, I've 
>> found that the GNU build always runs on a single CPU core, even 
>> during matrix operations.  The Intel build runs matrix operations on 
>> multiple cores, so it is much faster on those operations.  Running 
>> the benchmark-2.5 on a 24 core Xeon system, the Intel build is 13x 
>> faster than the GNU build (21 seconds vs 275 seconds).  
>> Unfortunately, this advantage is not documented anywhere that I can see.
>>
>> Building with the Intel tools is very easy.  Assuming the tools are 
>> installed in /opt/intel/composerxe, the process is simply (in bash 
>> shell):
>>
>> $ . /opt/intel/composerxe/bin/compilervars.sh intel64
>> $ ./configure --with-blas="-L/opt/intel/composerxe/mkl/lib/intel64 
>> -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -liomp5 -lpthread -lm" 
>> --with-lapack CC=icc CFLAGS=-O2 CXX=icpc CXXFLAGS=-O2 F77=ifort 
>> FFLAGS=-O2 FC=ifort FCFLAGS=-O2
>> $ make
>> $ make check
>>
>> My questions are:
>> 1) Do most system admins and/or R installers know about this 
>> performance difference, and use the Intel tools to build R?
>> 2) Can we add information on the advantage of building with the Intel 
>> tools, and how to do it, to the installation instructions and FAQ?
>>
>> I can post my data if anyone is interested.
>>
>> Thanks,
>> Jonathan Anspach
>> Sr. Software Engineer
>> Intel Corp.
>> jonathan.p.anspach at intel.com
>> 713-751-9460
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

-- 
Simon Blomberg, BSc (Hons), PhD, MAppStat, AStat.
Senior Lecturer and Consultant Statistician
School of Biological Sciences
The University of Queensland
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email: S.Blomberg1_at_uq.edu.au
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