Build optimized R : openblas, MKL, ATLAS

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

- Intel MKL: this is part of Intel Parallel Studio and is a paid
software. Now, there is the MKL package distributed by
Revolutionanalytics, but I am not certain how this can be distributed
for free. Is there any kind of difference? In case of use of this
package, do I need to install RRO or can I just build R from GNU
against these libraries?

We regularly build the standard R against MKL, simply using

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

(The --enable-BLAS-shlib is not strictly needed for building agains MKL.)


We also try to optimise the build by setting some environment variables
before running configure:

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"

Regards,
Bj?rn-Helge Mevik