[R-sig-Debian] Compiling R-2.11.0 with ATLAS-tuned BLAS and LAPACK

[Paul Johnson]

On Thu, Jun 3, 2010 at 1:16 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
>/.
>
> Besides Goto BLAS, you may also enjoy the (multithreaded-by-default) Intel
> MKL Blas you can get via Ubuntu's 'revolution-mkl' package for amd64 and i386.
>
> Hth.

That does help! Thanks. I've compared it with GotoBLAS2, and they are
both much better than the default.  GotoBLAS2 is a bit faster, but I
only ran a couple of test R programs to compare, and the difference is
small.

Yesterday, there was a post here about Atlas BLAS not using many
cores. I have found that not all big programs in R cause multiple
cores to be used, but here is an example that does.  I've run this
with the Intel MKL or GotoBLAS and I do see all cores light up.

mm <- matrix(rnorm(10^7), ncol = 10^3)
### Following does not cause use of more cores
system.time(crossprod(mm))
### Following DOES cause use of more cores
system.time(mmm <- mm %*% t(mm))



As usual, you get more questions from me in response.

1. Will an R call to BLAS automatically spread out across cores?

2. I'm reading a doc from Intel about MKL. It is quite understandable,
even for cavemen like me :)

http://www.ucl.ac.uk/research-computing/.../mkl_10.2_documentation.pdf

It describes optimization with parallel BLACS and "scalapack".  If I
want to see that in action, though, I have to purchase the actual
Intel product, right?

With revolution-mkl, I get:

/usr/lib/R/lib/libblas.so.3gf
/usr/lib/R/lib/libguide.so
/usr/lib/R/lib/liblapack.so.3gf

Keep in mind I'm the guy who thinks LD_LIBRARY_PATH is "magic" when I ask this:

To use Intel's scalapack, what else has to be purchased?  Use of
scalapack and Rscalapack pre-suppose a working MPI layer, such as
"OpenMPI".  And the Intel scalapack implementation is likely to
require me to use their specific version of MPI.

3. I've downloaded the source packaging for that and studied the
license.  Do  you think I'm reading this right? I am allowed to use
those shared object library files on other Linux systems i administer?

It says I can use those files in any way consistent with Ubuntu
policy, as long as I don't try to decompile or reverse engineer them.

Am I reading this too liberally?

pj

>
> --
>  Regards, Dirk
>



-- 
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas