Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Intel Community
- Software
- Software Development SDKs and Libraries
- Intel® oneAPI Math Kernel Library
- Intel MKL make R lm() fails if observations are high enough

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

Raffaele_M_

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

05-25-2019
07:19 AM

50 Views

Intel MKL make R lm() fails if observations are high enough

I have installed Intel MKL on my Kubuntu 19.04. I have R 3.6.0.

Using Intel MKL, R's linear regression failes if the number of samples is somehow high (20k). Here is the code:

```

rm(list=ls())

N = 20000

xvar <- runif(N, -10, 10)

e <- rnorm(N, mean=0, sd=1)

yvar <- 1 + 2*xvar + e

plot(xvar,yvar)

lmMod <- lm(yvar~xvar)

print(summary(lmMod))

```

The coefficients are just random numbers and are not significant, R-squared is low. Instead for lower N (like 2000) it works.

Just uninstalling Intel MKL and thus relying back on OpenBLAS solved the problem completely.

Also check here

Link Copied

0 Replies

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

For more complete information about compiler optimizations, see our Optimization Notice.