On 21/08/2012 22:46, Marc Schwartz wrote:
On Aug 21, 2012, at 3:39 PM, Bennet Fauber <ben...@umich.edu> wrote:

As a follow-up to my prior post, if I remove --with-blas
--with-lapack, then the stats test passes:

...
Testing examples for package ‘stats’
  comparing ‘stats-Ex.Rout’ to ‘stats-Ex.Rout.save’ ... OK
...

Perhaps this is now a question about building R with the Intel MKL
libraries instead of one about the make check.

Thanks,  -- bennet

<snip>

Hi,

Three quick comments:

1. I don't have hands on experience with MKL, but would direct you to the R 
Installation and Administration Manual section that is relevant:

   http://cran.r-project.org/doc/manuals/R-admin.html#MKL

Or even better, the very latest version at http://r.research.att.com/man/ . As it happens the advice for MKL was changed last week (MKL itself changes fast).

2. Lower level compiling related queries are best directed to the R-Devel list, 
rather than R-Help. If you need to post follow ups, I would suggest that you 
subscribe to R-Devel at:

   https://stat.ethz.ch/mailman/listinfo/r-devel

and post there.

3. Notwithstanding the above, I presume that you have specific reasons for 
using MKL and compiling R from source? Just in case you are not aware, there 
are pre-compiled RPM binaries of R 2.15.1 available for RHEL from the EPEL:

   http://fedoraproject.org/wiki/EPEL

Installing R from there is as easy as adding the EPEL to your repo list and 
using 'yum install R' as root (eg. via sudo) from the CLI.

If you have a modern Intel CPU and need to use large matrices the speedups can be dramatic. But you trade accuracy for speed: see the comments in the manual including that --with-lapack is strongly *not recommended*. Having said that, my MKL build with --with-lapack passes all its tests on my Xeon E5-5690 (but has not on other CPUs and other versions of MKL).

More generally, the RPMS are not tuned to your CPU and the right tuning can speed up R by a few percent.

--
Brian D. Ripley,                  rip...@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

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