Build R with MKL and ICC

arnaud gaboury <arnaud.gaboury at gmail.com> writes:

After a few days of reading and headache, I finally gave a try at
building R from source with Intel MKL and ICC. Documentation and posts
on this topic are rather incomplete, sometime fantasist et do not give
much explanations about configure options.
As I am not sure if mine is correct, I would appreciate some advices and hints.

This is how we build R with the Intel compilers and MKL on CentOS 6.x,
with different versions of R (latest version: 3.2.1) and Intel compilers
(latest version: 2015.3) on Intel SandyBridge CPUs:

fast="-ip -O3 -opt-mem-layout-trans=3 -xHost -mavx"
export CC="icc"
export CFLAGS="$fast -wd188 -fp-model precise"
export F77="ifort"
export FFLAGS="$fast -fp-model precise"
export CXX="icpc"
export CXXFLAGS="$fast -fp-model precise"
export FC="ifort"
export FCFLAGS="$fast -fp-model precise"

./configure --prefix=$destdir --with-blas='-mkl=parallel' --with-lapack --enable-BLAS-shlib


## Notes (they might not be true anymore):
## -static and -ipo break compilation
## -no-prec-div breaks make check
## -fp-model precise is needed for make check
## -wd188 removes a lot of warnings (see R Inst. & Adm. manual)

We have successfully used this setup for a couple of years now.

Regards,
Bj?rn-Helge Mevik