topic Using Intel MKL with R (Similar to MATLAB Implementation) in Intel® oneAPI Math Kernel Library

Using Intel MKL with R (Similar to MATLAB Implementation)

Maraki — Mon, 04 Sep 2023 06:36:56 GMT

Hello,

I've been using the Intel MKL library in MATLAB successfully to optimize a time-consuming subfunction. To do this, I set up the compiler and flags in MATLAB using the following commands:

mex -setup C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2020\windows mex -v -g example.c -I"C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2020\windows\mkl\include" -L"C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2020\windows\mkl\lib\intel64" -lmkl_intel_lp64 -lmkl_core -lmkl_sequential -lmkl_cd

Now, I'm looking to achieve the same optimization in R, but I'm unsure of how to set up the Intel MKL library and compiler in R for a similar purpose. I've installed Intel oneAPI and I've followed the following steps to set up my environment:

# Path to the Intel oneAPI toolkit oneapi_dir <- "C:/Program Files (x86)/Intel/oneAPI" mkl_include_dir <- file.path(oneapi_dir, "mkl", "latest", "include") mkl_lib_dir <- file.path(oneapi_dir, "mkl", "latest", "lib", "intel64") # C code file c_code_file <- "C:\\Users\\Desktop\\example.c" # output_executable <- "my_program" # Define the compilation command with the output executable name compile_command <- paste( "icc -o", output_executable, c_code_file, paste("-I", mkl_include_dir, collapse = " "), paste("-L", mkl_lib_dir, collapse = " "), "-lmkl_intel_lp64 -lmkl_core -lmkl_sequential -lmkl_cdft_core -lmkl_intel_thread -qopenmp" ) # Compile the C code system(compile_command)

However, when I run this script in R I get this

system(compile_command) [1] 127

The c-code is:

#include <stdio.h> #include <mkl.h> int main() { // Define vector size and variables int n = 1000; double *x, *y; double result; // Allocate memory for the vectors x = (double*)malloc(n * sizeof(double)); y = (double*)malloc(n * sizeof(double)); // Initialize the vectors with some data (you can modify this) for (int i = 0; i < n; i++) { x[i] = i + 1.0; y[i] = 2.0 * (i + 1.0); } // Calculate the dot product of the vectors using MKL result = cblas_ddot(n, x, 1, y, 1); // Print the result printf("Dot product: %lf\n", result); // Free allocated memory free(x); free(y); return 0; }

Could someone please guide me on the equivalent steps to perform this in R? I'm particularly interested in how to configure R to use the Intel compiler and link to the MKL library.

Thank you in advance for your help!

Best regards,

Re: Using Intel MKL with R (Similar to MATLAB Implementation)

ShanmukhS_Intel — Thu, 21 Sep 2023 09:12:12 GMT

Hi Maraki,

Thanks for posting in Intel communities. Thanks for elaborating on your issue.

We have tried running the shared code and below is the result.

Dot product: 667667000.000000

Please refer to the below links for compiling R code with MKL, extended support, and other linking-related details.

How to use the BLAS and LAPACK libraries within Intel® oneAPI Math Kernel Library (oneMKL) to improve the performance of R.

https://www.intel.com/content/www/us/en/developer/articles/technical/using-onemkl-with-r.html

Other important data which might be useful to you:

Building R with the Intel® Math Kernel Library (Intel® MKL) BLAS and LAPACK to improve the performance of those parts of R that rely on matrix computations.

https://www.intel.com/content/www/us/en/developer/articles/technical/extending-r-with-intel-mkl.html

Linking Intel MKL to R

https://www.intel.com/content/www/us/en/developer/articles/technical/quick-linking-intel-mkl-blas-lapack-to-r.html

Could you please get back to us with the MKL version being used and your findings for the code being used by you?

Best Regards,

Shanmukh.SS

Re:Using Intel MKL with R (Similar to MATLAB Implementation)

ShanmukhS_Intel — Thu, 14 Sep 2023 10:53:45 GMT

Hi Maraki,

A gentle reminder:

Has the information provided helped? Could you please get back to us if you have any updates on your issue?

Best Regards,

Shanmukh.SS

Re:Using Intel MKL with R (Similar to MATLAB Implementation)

ShanmukhS_Intel — Thu, 21 Sep 2023 09:12:49 GMT

Hi Maraki,

A gentle reminder:

Has the information provided helped? Could you please get back to us if you have any updates on your issue?

Best Regards,

Shanmukh.SS