kiszk commented on a change in pull request #29139:
URL: https://github.com/apache/spark/pull/29139#discussion_r456874918



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File path: docs/ml-linalg-guide.md
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+# Spark MLlib Linear Algebra Acceleration Guide
+
+## Introduction
+
+This guide provides necessary information to enable accelerated linear algebra 
processing for Spark MLlib.
+
+Spark MLlib defines Vector and Matrix as basic data types for machine learning 
algorithms. On top of them, 
[BLAS](https://en.wikipedia.org/wiki/Basic_Linear_Algebra_Subprograms) and 
[LAPACK](https://en.wikipedia.org/wiki/LAPACK) operations are implemented and 
supported by [netlib-java](https://github.com/fommil/netlib-Java).[^1] 
`netlib-java` can use optimized native linear algebra libraries (refered to as 
"native libraries" or "BLAS libraries" hereafter) for faster numerical 
processing. [Intel 
MKL](https://software.intel.com/content/www/us/en/develop/tools/math-kernel-library.html)
 and [OpenBLAS](http://www.openblas.net) are two most popular ones.
+
+However due to license restrictions, the official released Spark binaries by 
default doesn't contain native libraries support for `netlib-java`.
+
+The following sections describe how to enable `netlib-java` with native 
libraries support for Spark MLlib and how to install native libraries and 
configure them properly.
+
+[^1]: The algorithms may call Breeze and it will in turn call `netlib-java`.
+
+## Enable `netlib-java` with native library proxies 
+
+`netlib-java` native libraries has a dependency on `libgfortran`. It requires 
GFORTRAN 1.4 or above. This can be obtained by installing `libgfortran` 
package. After installation, the following command can be used to verify if it 
is installed properly.
+```
+strings /path/to/libgfortran.so.3.0.0 | grep GFORTRAN_1.4
+```
+
+To build Spark with `netlib-java` native library proxies, you need to add 
`-Pnetlib-lgpl` to Maven build command line. For example:
+```
+$SPARK_SOURCE_HOME/build/mvn -Pnetlib-lgpl -DskipTests -Pyarn -Phadoop-2.7 
clean package
+```
+
+If you only want to enable it in your project, include 
`com.github.fommil.netlib:all:1.1.2` as a dependency of your project.
+
+## Install Native Linear Algebra Libraries
+
+Intel MKL and OpenBLAS are two most popular native linear algebra libraries, 
you can choose one of them based on your preference. We described basic 
instructions as below. You can refer to [netlib-java 
documentation](https://github.com/fommil/netlib-java) for more advanced 
installation instructions.
+
+### Intel MKL
+
+- Download and install Intel MKL. The installation should be done on all nodes 
of the cluster. We assume the installation location is $MKLROOT.
+- Make sure `/usr/local/lib` is in system library search path and run the 
following commands:
+```
+$ ln -sf $MKLROOT/lib/intel64/libmkl_rt.so /usr/local/lib/libblas.so.3
+$ ln -sf $MKLROOT/lib/intel64/libmkl_rt.so /usr/local/lib/liblapack.so.3
+```
+
+### OpenBLAS
+
+The installation should be done on all nodes of the cluster. Generic version 
of OpenBLAS are available with most distributions. You can install it with a 
distribution Package Manager (APT or YUM).
+
+For Debian / Ubuntu:
+```
+sudo apt-get install libopenblas-base
+sudo update-alternatives --config libblas.so.3
+```
+For CentOS / RHEL:
+```
+sudo yum install openblas
+```
+
+## Check if native libraries are enabled for MLlib
+
+To verify native libraries are properly loaded, start `spark-shell` and run 
the following code
+```
+scala> import com.github.fommil.netlib.BLAS;
+scala> System.out.println(BLAS.getInstance().getClass().getName());
+```
+
+If they are correctly loaded, it should print 
`com.github.fommil.netlib.NativeSystemBLAS`. Otherwise the warnings should be 
printed:
+```
+WARN BLAS: Failed to load implementation 
from:com.github.fommil.netlib.NativeSystemBLAS
+WARN BLAS: Failed to load implementation 
from:com.github.fommil.netlib.NativeRefBLAS
+```
+
+If native libraries are not properly configured in the system, Java BLAS 
implementation(f2jBLAS) will be used as fallback option.
+
+## Spark Configuration
+
+The use of multiple-threading in either Intel MKL or OpenBLAS can conflict 
with Spark's execution model.[^2]
+
+Therefore configuring these native libraries to use a single thread for 
operations may actually improve performance (see 
[SPARK-21305](https://issues.apache.org/jira/browse/SPARK-21305)). It is 
usually optimal to match this to the number of `spark.task.cpus`, which is `1` 
by default and typically left at `1`.
+
+You can use the options in `config/spark-env.sh` to disable multi-threading by 
setting thread number to 1.
+```
+# You might get better performance to enable these options if using native 
BLAS (see SPARK-21305).
+# - MKL_NUM_THREADS=1        Disable multi-threading of Intel MKL

Review comment:
       ditto for `multi-threading`




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