MKL seems to beat ATLAS, but some problems... (was RE: [R] linkin g R against MKL)

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From: Liaw, Andy (andy_liaw@merck.com)
Date: Wed 16 Jan 2002 - 02:39:53 EST 

Message-id: <51F9C42DA15CD311BD220008C707D81903DC8497@usrymx10.merck.com>

Hi all,

I managed to at least compile R-patched (2002-01-08) against MKL 5.1 (not
beta). The release notes for MKL said that the libraries are threaded, and
the test codes needed to be linked against the pthread library. Therefore I
added -lpthread flag in config.site for R-patched, and the compile went
through. However, when I did make check, it choked on a call to La.eigen,
complaining that "lapack routines cannot be loaded". If anyone can provide
some hints, I'd really appreciate it. Note: MKL is claimed to contain full
lapack routines.

The test that Thomas referred to on the ATLAS list is at:
http://www.geocrawler.com/archives/3/15666/2001/9/0/

The note said that MKL 5.1 beta was not compared because of NDA on the beta.
Since the one I downloaded is not beta, and there are no NDA clause in the
license, I suppose I won't be sued for posting the following comparison.

For n=1000, 10000, and 100000, x is matrix(runif(n*100), n, 100). y is
runif(n). I compared the timing for crossprod(x,x), qr(x), and lm(y ~ x).
Reported below are results of system.time()[1]:

          n x'x qr(x) lm(y ~ x)
ATLAS321 1000 0.04 0.18 0.75
MKL51 1000 0.03 0.12 0.72

ATLAS321 10000 0.37 2.83 6.12
MKL51 10000 0.28 2.77 6.08

ATLAS321 1e+05 3.76 33.48 53.7
MKL51 1e+05 2.76 27.23 47.26

So it does seem to provide some modest improvement over ATLAS, at least on
this particular machine (dual P3-866 Xeon with 2GB RDRAM).

Regards,
Andy

> -----Original Message-----
> From: Thomas Lumley [mailto:tlumley@u.washington.edu]
> Sent: Friday, January 11, 2002 2:42 PM
> To: Liaw, Andy
> Cc: 'r-help@stat.math.ethz.ch'
> Subject: Re: [R] linking R against MKL
>
>
> On Fri, 11 Jan 2002, Liaw, Andy wrote:
> > Also, has anyone compared MKL with ATLAS? Maybe it's not
> worth the effort
> > fooling with MKL?
>
> There's some discusssion on the math-atlas-results list at the ATLAS
> sourceforge page. It looks as though it probably isn't worth
> the effort
> at least for double precision reals. YMMV.
>
> Another thing to note is that ATLAS is reporting substantial slowdowns
> with gcc 3 especially on Athlons but even on Intel chips.
>
> -thomas
>
> Thomas Lumley Asst. Professor, Biostatistics
> tlumley@u.washington.edu University of Washington, Seattle
>
>

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