I am using R on CENTOS 6.7, and while executing a simple R script to generate random numbers via x <- rxExec(rnorm, 100, 5, RNGkind="WH"), the script causes SIGKILL in Math Kernel Library when RNGkind="WH", it works fine for any other Random number algorithm like MCG31, R250, MCG59, MT19937, SOBOL, NIEDERR
Can you provide additional details on CPU, OS, and version of Intel MKL you see the illegal instruction issue with? Do you observe the same behavior when running C example that calls Intel MKL WH based random number generation in the same environment (HW/OS/etc)?
here is below information we could find out
 "Intel(R) Math Kernel Library Version 11.1.1 Product Build 20131010 for Intel(R) 64 architecture applications"
2.6.32-573.18.1.el6.x86_64 #1 SMP Tue Feb 9 22:46:17 UTC 2016 x86_64 x86_64 x86_64 GNU/Linux
vendor_id : AuthenticAMD
cpu family : 16
model : 8
model name : AMD Opteron(tm) Processor 4171 HE
- the similar issues were fixed into 11.1 update 4 and latest versions of MKL ( 11.2 ). Could you check the update 4 first. You may also try to evaluate the latest 11.3 update 2 available now and let us know the result.
- wrt to example - You may try vslgetstreamstatebrng.c example from <mklroot>\examples\vslc\source directory.
Additionally, you may want to run the example vdrnggaussian.c for generation of Gaussian random variates which is available in the folder Gennady suggested. In the example, please replace the line #define BRNG VSL_BRNG_MCG31 with #define BRNG VSL_BRNG_WH. Intel MKL supports three methods for generation of Gaussian numbers: Box-Muller, Box-Muller2, and ICDF, To check all of them please modify the line #define METHOD VSL_RNG_METHOD_GAUSSIAN_ICDF in the example using VSL_RNG_METHOD_GAUSSIAN_BOXMULLER and VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2. In case you do not have the example I attach it. To build the example, please the service of Intel MKL Link Advisor available at https://software.intel.com/en-us/articles/intel-mkl-link-line-advisor.
Please, let us know how it works for you.