intel compilers

Do anyone have experience using the intel compilers and the MLK
library with R? If so, what is the speedup approximately (I know this
depends heavily on what task you are doing, but I am just looking for
some general impressions).

The results will also depend on the CPU and the version of the Intel 
compilers, but generally differences between compilers are a few percent, 
and fast math libraries even less.  One exception is an accelerated BLAS 
on some intensive matrix algebra tasks, especially where multiple CPUs or 
cores are available 'for free'.

I've not tried on MacOS, because the experience on Linux has not been 
good. i386 Intel compilers have consistently generated wrong code at high 
optimization levels (to the point that 'make check' fails) and whereas 
x86_64 versions work correctly, they seem rarely to generate code as fast 
as gcc.  As an accelerated BLAS, MKL seems uncompetitive with ATLAS or 
Goto (especially on dual core chips).

The chip also matters, and recent experience on an Intel Core 2 Duo has 
been better than in the past on Xeons.  But my home PC has a very simlar 
Core 2 Duo to my iMac, and that's the main basis for the previous para.

I remember a couple of reports from Jan de Leeuw of incorrect results on 
early Intel Macs, which were traced to use of Intel i386 compilers.

Gcc/gfortran does a good job, especially if you turn the optimization 
levels up -- using -O3 gains ca 10% on x86_64 Linux.  I've also got 
SunStudio compilers there and on Solaris, and despite their excellent 
reputation the speed gains are small (although they are very useful in 
detecting standard-violating code).

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595