<html><head></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space; "><div>Interesting.  Incidentally, I mis-typed my link link below.  Usually I link to MKL using -lmkl_rt -liomp5 (without the -lpthread).  I'm still learning the vagaries of C++ and system libraries, but does this mean that I have been bypassing the Apple implementation?  If Intel's libiomp5 does not have this problem, would that explain why my code seems to be working?  Or is this an unrelated issue?</div><div><br></div><br><div><div>On Nov 2, 2011, at 8:39 AM, Simon Urbanek wrote:</div><br class="Apple-interchange-newline"><blockquote type="cite"><div><br>On Nov 1, 2011, at 11:19 PM, Michael Braun wrote:<br><br><blockquote type="cite">Simon:<br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite">Can you clarify your statement about OpenMP on OSX?  Is this an issue with OpenMP in general, or just R's use of it?  Or just Intel's use of it? <br></blockquote><blockquote type="cite"><br></blockquote><br>It seems to be an issue in Apple's posix threads implementation that OpenMP relies on - it seems that the cost of thread synchronization is several orders of magnitude higher than on Linux which mean you can't use it for "short" tasks. It's deep enough the I don't think we can do anything about it. Luke Tierney has a good test case that shows the problem, I'll see if I can forward it here.<br><br>Cheers,<br>Simon<br><br><br><blockquote type="cite">Michael<br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite">On Nov 1, 2011, at 9:09 PM, Simon Urbanek wrote:<br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite">On Nov 1, 2011, at 8:23 PM, Michael Braun wrote:<br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Jonathan:<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Compiling R, and linking to Intel MKL, is quite simple, as long as you are using a recent version of MKL.  Intel has a MKL Link Advisor at<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><a href="http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/">http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/</a><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Choose the linking model you want, and then use the --with-blas option on configure.  For example, on my Mac, to link dynamically with the parallel version (which can be controlled with environment variables), I use the following:<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">'--with-blas=-L$(MKLROOT)/lib -lmkl_rt -lpthread -liomp5'<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">I compiled R 2.14.0 this morning with this option, and it seems to work fine.  I'm not sure what Dirk was referencing about how MKL is no longer compatible with R.  If there is an issue, it would be good to know about it.  Perhaps he can point us to the page in the documentation where this is mentioned.<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite">The issue is not relevant on OS X because OpenMP performance on OS X for vector parallelization is very bad, so it is typically disabled.<br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite">One comment to the earlier discussion - it's not always as simple as replacing the BLAS back-end due to ABI difference in the different implementations. You'll notice, for example, when complex BLAS calls start crashing (because R can work around such issues at configure time but not if you switch BLAS). On Debian I'm usually compiling ATLAS by hand which yields the best performance so I don't run into that problem.<br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite">Cheers,<br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite">Simon<br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">I hope this helps.<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Michael<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">On Nov 1, 2011, at 7:59 PM, <<a href="mailto:r-sig-hpc-request@r-project.org">r-sig-hpc-request@r-project.org</a>> <<a href="mailto:r-sig-hpc-request@r-project.org">r-sig-hpc-request@r-project.org</a>> wrote:<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Message: 1<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Date: Tue, 1 Nov 2011 14:36:50 -0700<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">From: Jonathan Greenberg <<a href="mailto:jgrn@illinois.edu">jgrn@illinois.edu</a>><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">To: <a href="mailto:r-sig-hpc@r-project.org">r-sig-hpc@r-project.org</a><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Subject: [R-sig-hpc] Choosing Intel MKL BLAS when compiling R<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Message-ID:<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">      <<a href="mailto:CABG0rfvnoswR+Hi7peaTAPczT_4j6FTV-H0rDLwqJOw05HrLuw@mail.gmail.com">CABG0rfvnoswR+Hi7peaTAPczT_4j6FTV-H0rDLwqJOw05HrLuw@mail.gmail.com</a>><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Content-Type: text/plain; charset=ISO-8859-1<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">r-sig-hpc'ers:<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">I am compiling R 2.14 from scratch on a cluster computer (I can't use<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">any package managers for the install, unfortunately), and they have<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">the Intel MKL libraries available for BLAS/LAPACK.  I have not<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">successfully gotten a configure/make/make install combo yet that uses<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">multiple CPUs to do, say:<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">a = matrix(rnorm(5000*5000), 5000, 5000)<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">b = matrix(rnorm(5000*5000), 5000, 5000)<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"># This following line, minimally, should be getting distributed.<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">c = a%*%b<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">First off, I've tried compiling it with the configure flags:<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">./configure --prefix=/myprefix/ --enable-BLAS-shlib<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">How do I then select the Intel MKL libraries to be used as the BLAS?<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">They are located in /usr/local/intel-11.1/mkl/lib/em64t<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Thanks!<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">--j<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">--<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Jonathan A. Greenberg, PhD<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Assistant Professor<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Department of Geography<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">University of Illinois at Urbana-Champaign<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">607 South Mathews Avenue, MC 150<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Urbana, IL 61801<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Phone: 415-763-5476<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">AIM: jgrn307, MSN: <a href="mailto:jgrn307@hotmail.com">jgrn307@hotmail.com</a>, Gchat: jgrn307, Skype: jgrn3007<br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><a href="http://www.geog.illinois.edu/people/JonathanGreenberg.html">http://www.geog.illinois.edu/people/JonathanGreenberg.html</a><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">-------------------------------------------<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Michael Braun<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Associate Professor of Management Science (Marketing Group)<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">MIT Sloan School of Management<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">100 Main St.., E62-535<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">Cambridge, MA 02139<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><a href="mailto:braunm@mit.edu">braunm@mit.edu</a><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">617-253-3436<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">_______________________________________________<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite">R-sig-hpc mailing list<br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><a href="mailto:R-sig-hpc@r-project.org">R-sig-hpc@r-project.org</a><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><blockquote type="cite"><a href="https://stat.ethz.ch/mailman/listinfo/r-sig-hpc">https://stat.ethz.ch/mailman/listinfo/r-sig-hpc</a><br></blockquote></blockquote></blockquote><blockquote type="cite"><blockquote type="cite"><br></blockquote></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite">-------------------------------------------<br></blockquote><blockquote type="cite">Michael Braun<br></blockquote><blockquote type="cite">Associate Professor of Management Science (Marketing Group)<br></blockquote><blockquote type="cite">MIT Sloan School of Management<br></blockquote><blockquote type="cite">100 Main St.., E62-535<br></blockquote><blockquote type="cite">Cambridge, MA 02139<br></blockquote><blockquote type="cite"><a href="mailto:braunm@mit.edu">braunm@mit.edu</a><br></blockquote><blockquote type="cite">617-253-3436<br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite"><br></blockquote><blockquote type="cite"><br></blockquote><br></div></blockquote></div><br><div apple-content-edited="true">
<span class="Apple-style-span" style="border-collapse: separate; color: rgb(0, 0, 0); font-family: Helvetica; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: normal; orphans: 2; text-align: -webkit-auto; text-indent: 0px; text-transform: none; white-space: normal; widows: 2; word-spacing: 0px; -webkit-border-horizontal-spacing: 0px; -webkit-border-vertical-spacing: 0px; -webkit-text-decorations-in-effect: none; -webkit-text-size-adjust: auto; -webkit-text-stroke-width: 0px; font-size: medium; ">Michael Braun <br>MIT Sloan School of Management<br><a href="mailto:braunm@mit.edu">braunm@mit.edu</a><br>-------------------------------------------------- <br>View my research at<br>http://braunm.scripts.mit.edu/</span>
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