OpenBLAS in everyday R?
On Sat, Dec 16, 2017 at 7:41 PM, Kenny Bell <kmbell56 at gmail.com> wrote:
It seems like many of the multi-threaded BLASes have some sort of fundamental problem preventing use in the way Juan suggests: - Dirk's vignette states that ATLAS "fixes the number of cores used at compile-time and cannot vary this setting at run-time", so any user-friendly implementation for R would have to compile ATLAS for 1-16 threads to allow the user to switch at run-time. This might dramatically affect install times. - MKL seems like it's been outright rejected in the past based on not being "free-enough". - OpenBLAS causes crashes. Has anyone tried ExBLAS for use with R? On Sun, Dec 17, 2017 at 1:03 PM, Peter Langfelder < peter.langfelder at gmail.com> wrote:
I would be very cautious about OpenBLAS in particular... from time to time I get complains from users that compiled code calculations in my WGCNA package crash or produce wrong answers with large data, and they all come from OpenBLAS users. I am yet to reproduce any of their crashes when using MKL and ATLAS BLAS implementations. Just my 2 cents... Peter
I've been building R on Windows 64 bit with OpenBLAS for years and my builds pass check-devel. For a while in the past it failed one check as the tolerance was 5e-5 and with my build of OpenBLAS the error was 5.4e-5 or 5.7e-5, but that was changed around R 3.3, if I recall correctly. I provide descriptions here [1], but I haven't gone so far as to post compiled Rblas.dlls just yet. My personal build sets 4 threads when compiling OpenBLAS itself as I'm currently on a quad-core SandyBridge. In tests I ran a few years ago, both single and multi threaded BLAS compile and then can be compiled into R with no issues (on my platforms, at least). Most matrix operations performed better with multi-threaded except for R's eigenvalue decomposition, to the nest of my recollection. Avi [1] https://www.avrahamadler.com/r-tips/build-openblas-for-windows-r64/