[R] R with MKL

[Cristián]

Hi,

I have seen a lot of problems from people trying to compile R with
MKL. So I am writing my experience in case it helps and to ask one
question. I installed R-2.8.1.patched in Ubuntu 9.04 (gcc 4.3.3) using
MKL 10.1.1.019.

I configured correctly (following MKL userguide) with :

sudo ./configure --with-blas="-I/opt/intel/mkl/10.1.1.019/include
-L/opt/intel/mkl/10.1.1.019/lib/em64t -lmkl_intel_lp64
-lmkl_intel_thread -lmkl_core -liomp5 -lpthread"
--with-lapack="-I/opt/intel/mkl/10.1.1.019/include
-L/opt/intel/mkl/10.1.1.019/lib/em64t -lmkl_intel_lp64
-lmkl_intel_thread -lmkl_core -liomp5 -lpthread"

But in order to compile had to edit src/modules/lapack/vecLibg95c.c
and comment out the include. Weird, since I am not building for Mac.

Make check returned no error. I checked with ldd that R is linked
against MKL. All demos run.

I set MKL_NUM_THREADS={1,2} environment var and run R-benchmark-25.R
from (http://r.research.att.com/benchmarks/R-benchmark-25.R). Not all
tests use MKL so you get around 20% improvement for 2 cores. Also
monitoring with top you can see which tests use 2 cores.

Question: Am I set? What was that error relating to vecLib? I need to
install now on a bigger multicore server for data-mining and dont want
to deliver a defective installation. Maybe I could run a larger
check-benchmark.

Thanx a lot,

C.