[R-sig-hpc] Matrix multiplication

[Paul Gilbert]

On 12-03-13 12:50 PM, Brian G. Peterson wrote:
> On Tue, 2012-03-13 at 12:40 -0400, Paul Gilbert wrote:
>> Brian
>>
>> Thanks for spelling this out for those of us that are a bit slow.
>> (Newbie questions below)
>
> <... snip ...>
>
>>> So, if your BLAS does multithreaded matrix multiplication, it will use
>>> multiple threads 'implicitly', as Simon pointed out.
>>
>> Is there an easy way to know if the R I am using has been compiled with
>> multi-thread BLAS support?
>
> BLAS should be 'plug and play', as R is usually compiled to use a shared
> object BLAS.  As such, installing the BLAS on your machine (and
> appropriately configuring it) should 'just work' with te new BLAS when
> you restart R.
>
> Dirk et. al. wrote a paper, now a bit dated, that benchmarked some of
> the BLAS libraries, that should have some additional details.

(I have a long history of getting things that should 'just work' to 
'just not work'.) But I didn't really state my question very well. I'm 
really wondering about two related situations. How can I confirm after a 
change to underlying system that R is using the new configuration, and 
second, if I am  running benchmarks in R is there an easy way to record 
the underlying configuration that is being used.

Thanks again,
Paul
>
> <...snip...>
>
>>> Be aware that there can be unintended negative interactions between
>>> implicit and explicit parallelization.  On cluster nodes I tend to
>>> configure the BLAS to use only one thread to avoid resource contention
>>> when all cores are doing explicit parallelization.
>>
>> How do you do this? Does it need to be done when you are compiling R, or
>> can it be done on the fly while running R processes?
>
> Some BLAS, like gotoblas, support an environment variable to change the
> number of cores to be used.  This can be changed at run-time.  Others,
> like the mkl, are always multithreaded.  Others, like ATLAS, can be
> compiled in either single threaded or multi-threaded modes.
>
> So, for me, on my cluster nodes, I use a single threaded BLAS, assuming
> that *explicit* parallelization will be the primary driver of CPU load,
> and not wanting to over-commit the processor when 12 calculations each
> try to spawn 12 threads in the BLAS.  On other machines, I might use a
> multithreaded BLAS like gotoblas so that I have some flexibility (though
> apparently unlike Claudia, I rarely change it in practice).
>
> Regards,
>
>     - Brian
>