/etc/ld.so.conf.d/mkl.conf echo "/opt/intel/mkl/lib/intel64" >> /etc/ld.so.conf.d/mkl.conf ldconfig Use the MKL Now the MKL is 'known' and the default. If we start R, its sessionInfo() shows the MKL: # Matrix products: default # BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so Benchmarks # Vanilla r-base Rocker with default reference BLAS > n n n So just R (with reference BLAS) is slow. (Using Docker is done here to have clean comparisons while not altering the outer host system; impact of running Docker on Linux should be minimal.) Adding OpenBLAS helps quite a bit already by offering multi-core processing -- the, and MKL does not yet improve materially over OpenBLAS. Now, this of course was not any serious benchmarking---we just ran one SVD. More to do as time permits... Removal, if needed Another rather nice benefit of the package management is that clean removal is also possible: root@c9f8062fbd93:/tmp# apt-get autoremove intel-mkl-64bit-2018.2-046 Reading package lists... Done Building dependency tree Reading state information... Done The following packages will be REMOVED: intel-comp-l-all-vars-18.0.2-199 intel-comp-nomcu-vars-18.0.2-199 intel-mkl-64bit-2018.2-046 intel-mkl-cluster-2018.2-199 intel-mkl-cluster-c-2018.2-199 intel-mkl-cluster-common-2018.2-199 intel-mkl-cluster-f-2018.2-199 intel-mkl-cluster-rt-2018.2-199 intel-mkl-common-2018.2-199 intel-mkl-common-c-2018.2-199 intel-mkl-common-c-ps-2018.2-199 intel-mkl-common-f-2018.2-199 intel-mkl-common-ps-2018.2-199 intel-mkl-core-2018.2-199 intel-mkl-core-c-2018.2-199 intel-mkl-core-f-2018.2-199 intel-mkl-core-ps-2018.2-199 intel-mkl-core-rt-2018.2-199 intel-mkl-doc-2018 intel-mkl-doc-ps-2018 intel-mkl-f95-2018.2-199 intel-mkl-f95-common-2018.2-199 intel-mkl-gnu-2018.2-199 intel-mkl-gnu-c-2018.2-199 intel-mkl-gnu-f-2018.2-199 intel-mkl-gnu-f-rt-2018.2-199 intel-mkl-gnu-rt-2018.2-199 intel-mkl-pgi-2018.2-199 intel-mkl-pgi-c-2018.2-199 intel-mkl-pgi-f-2018.2-199 intel-mkl-pgi-rt-2018.2-199 intel-mkl-psxe-2018.2-046 intel-mkl-tbb-2018.2-199 intel-mkl-tbb-rt-2018.2-199 intel-openmp-18.0.2-199 intel-psxe-common-2018.2-046 intel-psxe-common-doc-2018 intel-tbb-libs-2018.2-199 intel-tbb-libs-32bit-2018.2-199 libisl15 0 upgraded, 0 newly installed, 40 to remove and 0 not upgraded. After this operation, 1,904 kB disk space will be freed. Do you want to continue? n Abort. root@c9f8062fbd93:/tmp# where we said 'no' just to illustrate the option. Summary Package management systems are fabulous. Kudos to Intel for supporting apt (and also yum in case you are on an rpm-based system). We can install the MKL with just a few commands (which we regrouped in this script). The MKL has a serious footprint with an installed size of just under 2gb. But for those doing extended amounts of numerical analysis, installing this library may well be worth it. This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings."/>

Welcome to the eighteenth post in the rarely riveting R ramblings series of posts, or R4 for short. The Intel Math Kernel Library (MKL) is well-know high(er) performance math library tailored for Intel CPUs offering best-in-class numerical performance on a number of low-level operations (BLAS, LAPACK, ...). They are not open source, used to be under commerical or research-only licenses --- but can now be had (still subject to license terms you should study) via apt-get (and even yum). This page describe the installation of the MKL (and other components) in detail (but stops short of the system integration aspect we show here). Here we present one short script, discussed in detail below, to add the MKL to your Debian or Ubuntu system. Its main advantages are clean standard code using package management tools; additional steps to make it the the system default; and with an option for clean removal leaning again on the package management system. We put the script and a README.md largely identical to this writeup into this GitHub repo where issues, comments, questions, ... should be filed. MKL for .deb-based systems: An easy recipe This post describes how to easily install the Intel Math Kernel Library (MKL) on a Debian or Ubuntu system. Very good basic documentation is provided by Intel at their site. The discussion here is more narrow as it focusses just on the Math Kernel Library (MKL). The tl;dr version: Use this script which contains the commands described here. First Step: Set up apt We download the GnuPG key first and add it to the keyring: cd /tmp wget apt-key add GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB To add all Intel products we would run first command, but here we focus just on the MKL. The website above lists other suboptions (TBB, DAAL, MPI, ...) ## all products: #wget -O /etc/apt/sources.list.d/intelproducts.list ## just MKL sh -c 'echo deb all main > /etc/apt/sources.list.d/intel-mkl.list' We then update our lists of what is available in the repositories. apt-get update As a personal aside, I still use the awesome wajig frontend to dpkg, apt and more by Graham Williams (of rattle fame). Among other tricks, wajig keeps state and therefore "knows" what packages are new. Here, we see a lot: edd@rob:/tmp$ wajig update Hit:1 artful InRelease Ign:2 stable InRelease Hit:3 artful-updates InRelease Hit:4 artful InRelease Hit:5 artful-backports InRelease Ign:6 artful/ InRelease Hit:7 artful/ Release Hit:8 artful-security InRelease Hit:9 all InRelease Hit:10 stable Release Hit:12 jessie InRelease Reading package lists... Done This is 367 up on the previous count with 367 new packages. edd@rob:/tmp$ wajig new Package Description ========================-=================================================== intel-mkl-gnu-f-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-cluster-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-32bit-jp-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-doc-ps-2018 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-cluster-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-jp-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-ps-mic-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-jp-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-common-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-f95-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-f95-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-psxe-common-2018.2-046 Intel(R) Parallel Studio XE 2018 Update 2 for Linux* intel-mkl-ps-mic-cluster-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-2018.0-128 Intel(R) Threading Building Blocks 2018 for Linux* intel-comp-l-all-vars-196 Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-common-ps-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-pgi-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-openmp-18.0.0-128 OpenMP for Intel(R) Compilers 18.0 for Linux* intel-mkl-common-c-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-f95-mic-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-doc-f-jp Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-32bit-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-common-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-l-all-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-pgi-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-nomcu-vars-18.0.0-128 Intel(R) Compilers 18.0 for Linux* intel-mkl-common-c-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-common-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-cluster-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-ss-tbb-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-32bit-2018.0-128 Intel(R) Threading Building Blocks 2018 for Linux* intel-mkl-gnu-c-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-tbb-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-tbb-libs-2018.1-163 Intel(R) Threading Building Blocks 2018 Update 1 for Linux* intel-mkl-ps-common-f-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-pgi-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-psxe-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-doc-c Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-f95-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-174 Intel(R) Threading Building Blocks 2017 Update 4 for Linux* intel-comp-l-all-vars-174 Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-gnu-f-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-32bit-jp-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-gnu-f-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-18.0.1-163 OpenMP for Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-ps-cluster-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-pgi-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-comp-l-all-vars-18.0.0-128 Intel(R) Compilers 18.0 for Linux* intel-mkl-ps-common-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-32bit-18.0.0-128 OpenMP for Intel(R) Compilers 18.0 for Linux* intel-mkl-f95-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-core-ps-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-gnu-f-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-tbb-mic-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-psxe-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-64bit-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-f95-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-rt-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-psxe-common-doc-2018 Intel(R) Parallel Studio XE 2018 Update 2 for Linux* intel-mkl-ps-tbb-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-core-c-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-cluster-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-rt-jp-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-psxe-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-64bit-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-tbb-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-doc-f Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-f95-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-rt-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-pgi-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-32bit-2018.1-163 Intel(R) Threading Building Blocks 2018 Update 1 for Linux* intel-mkl-common-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-64bit-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-mic-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-ss-tbb-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-32bit-18.0.2-199 OpenMP for Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-ps-rt-jp-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-f-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-jp-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-tbb-mic-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-psxe-common-061 Intel(R) Parallel Studio XE 2017 Update 5 for Linux* intel-mkl-gnu-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-f-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-cluster-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-f-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-196 Intel(R) Threading Building Blocks 2017 Update 6 for Linux* intel-mkl-cluster-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-pgi-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-ss-tbb-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-all-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-tbb-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-64bit-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-f95-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-c-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-f95-common-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-f-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-l-all-32bit-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-tbb-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-psxe-common-056 Intel(R) Parallel Studio XE 2017 Update 4 for Linux* intel-mkl-32bit-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-comp-l-all-vars-18.0.2-199 Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-common-ps-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-core-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-c-ps-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-gnu-f-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-f95-common-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-openmp-l-all-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-tbb-libs-239 Intel(R) Threading Building Blocks 2017 Update 8 for Linux* intel-mkl-common-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-f-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-common-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-comp-nomcu-vars-18.0.2-199 Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-common-f-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-cluster-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-doc Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-ps-cluster-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-pgi-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-rt-jp-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-common-c-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-f-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-rt-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-tbb-libs-2018.2-199 Intel(R) Threading Building Blocks 2018 Update 2 for Linux* intel-mkl-f95-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-ps-libs-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-c-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-all-32bit-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-ps-pgi-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-gnu-f-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-tbb-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-f-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-f95-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-cluster-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-64bit-2017.3-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-ss-tbb-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-32bit-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-tbb-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-64bit-2017.2-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-c-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-c-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-2017.3-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-tbb-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-tbb-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-openmp-l-all-32bit-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-psxe-common-doc Intel(R) Parallel Studio XE 2017 Update 5 for Linux* intel-tbb-libs-32bit-2018.2-199 Intel(R) Threading Building Blocks 2018 Update 2 for Linux* intel-mkl-2017.2-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-tbb-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-c-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-ps-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-tbb-mic-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-tbb-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-psxe-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-ss-tbb-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-rt-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-common-c-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-doc-jp Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-cluster-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-mic-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-common-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-18.0.2-199 OpenMP for Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-ps-common-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-32bit-18.0.1-163 OpenMP for Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-ps-pgi-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-l-all-vars-239 Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-ps-mic-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-f-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-ss-tbb-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-mic-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-rt-jp-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-psxe-common-2018.0-033 Intel(R) Parallel Studio XE 2018 for Linux* intel-mkl-ps-f95-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-psxe-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-core-c-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-comp-l-all-vars-18.0.1-163 Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-psxe-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-ps-libs-jp-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-tbb-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-f95-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-doc Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-gnu-f-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-cluster-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-tbb-mic-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-sta-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-32bit-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-doc-c-jp Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-doc-2018 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-pgi-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-common-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-f95-common-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-cluster-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-cluster-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-cluster-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-common-c-ps-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-cluster-common-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-32bit-2017.3-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-eula-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-pgi-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-psxe-common-2018.1-038 Intel(R) Parallel Studio XE 2018 Update 1 for Linux* intel-mkl-pgi-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-ps-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-rt-jp-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-32bit-2017.2-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-f-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-tbb-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-nomcu-vars-18.0.1-163 Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-common-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-tbb-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-cluster-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-gnu-f-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-cluster-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-psxe-common-050 Intel(R) Parallel Studio XE 2017 Update 2 for Linux* intel-mkl-cluster-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-32bit-jp-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* edd@rob:/tmp$ Install MKL Now that we have everything set up, installing the MKL is as simple as: apt-get install intel-mkl-64bit-2018.2-046 This picks the 64-bit only variant of the (currently) most recent builds. There is a slight cost: a 500mb download of 39 packages which install to 1.9 gb! Other than that it is easy: one command! Compare that with the days of yore when we fetched shar archives of NETLIB... Integrate MKL One the key advantages of a Debian or Ubuntu system is the overall integration providing a raft of useful features. One of these is the seamless and automatic selection of alternatives. By declaring a particular set of BLAS and LAPACK libraries the default, all application linked against this interface will use the default. Better still, users can switch between these as well. So here we can make the MKL default for BLAS and LAPACK: ## update alternatives update-alternatives --install /usr/lib/x86_64-linux-gnu/libblas.so \ libblas.so-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/libblas.so.3 \ libblas.so.3-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/liblapack.so \ liblapack.so-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/liblapack.so.3 \ liblapack.so.3-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 Next, we have to tell the dyanmic linker about two directories use by the MKL, and have it update its cache: echo "/opt/intel/lib/intel64" > /etc/ld.so.conf.d/mkl.conf echo "/opt/intel/mkl/lib/intel64" >> /etc/ld.so.conf.d/mkl.conf ldconfig Use the MKL Now the MKL is 'known' and the default. If we start R, its sessionInfo() shows the MKL: # Matrix products: default # BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so Benchmarks # Vanilla r-base Rocker with default reference BLAS > n n n So just R (with reference BLAS) is slow. (Using Docker is done here to have clean comparisons while not altering the outer host system; impact of running Docker on Linux should be minimal.) Adding OpenBLAS helps quite a bit already by offering multi-core processing -- the, and MKL does not yet improve materially over OpenBLAS. Now, this of course was not any serious benchmarking---we just ran one SVD. More to do as time permits... Removal, if needed Another rather nice benefit of the package management is that clean removal is also possible: root@c9f8062fbd93:/tmp# apt-get autoremove intel-mkl-64bit-2018.2-046 Reading package lists... Done Building dependency tree Reading state information... Done The following packages will be REMOVED: intel-comp-l-all-vars-18.0.2-199 intel-comp-nomcu-vars-18.0.2-199 intel-mkl-64bit-2018.2-046 intel-mkl-cluster-2018.2-199 intel-mkl-cluster-c-2018.2-199 intel-mkl-cluster-common-2018.2-199 intel-mkl-cluster-f-2018.2-199 intel-mkl-cluster-rt-2018.2-199 intel-mkl-common-2018.2-199 intel-mkl-common-c-2018.2-199 intel-mkl-common-c-ps-2018.2-199 intel-mkl-common-f-2018.2-199 intel-mkl-common-ps-2018.2-199 intel-mkl-core-2018.2-199 intel-mkl-core-c-2018.2-199 intel-mkl-core-f-2018.2-199 intel-mkl-core-ps-2018.2-199 intel-mkl-core-rt-2018.2-199 intel-mkl-doc-2018 intel-mkl-doc-ps-2018 intel-mkl-f95-2018.2-199 intel-mkl-f95-common-2018.2-199 intel-mkl-gnu-2018.2-199 intel-mkl-gnu-c-2018.2-199 intel-mkl-gnu-f-2018.2-199 intel-mkl-gnu-f-rt-2018.2-199 intel-mkl-gnu-rt-2018.2-199 intel-mkl-pgi-2018.2-199 intel-mkl-pgi-c-2018.2-199 intel-mkl-pgi-f-2018.2-199 intel-mkl-pgi-rt-2018.2-199 intel-mkl-psxe-2018.2-046 intel-mkl-tbb-2018.2-199 intel-mkl-tbb-rt-2018.2-199 intel-openmp-18.0.2-199 intel-psxe-common-2018.2-046 intel-psxe-common-doc-2018 intel-tbb-libs-2018.2-199 intel-tbb-libs-32bit-2018.2-199 libisl15 0 upgraded, 0 newly installed, 40 to remove and 0 not upgraded. After this operation, 1,904 kB disk space will be freed. Do you want to continue? n Abort. root@c9f8062fbd93:/tmp# where we said 'no' just to illustrate the option. Summary Package management systems are fabulous. Kudos to Intel for supporting apt (and also yum in case you are on an rpm-based system). We can install the MKL with just a few commands (which we regrouped in this script). The MKL has a serious footprint with an installed size of just under 2gb. But for those doing extended amounts of numerical analysis, installing this library may well be worth it. This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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R-bloggers | R news and tutorials contributed by (750) R bloggers
Welcome to the eighteenth post in the rarely riveting R ramblings series of posts, or R4 for short. The Intel Math Kernel Library (MKL) is well-know high(er) performance math library tailored for Intel CPUs offering best-in-class numerical performance on a number of low-level operations (BLAS, LAPACK, ...). They are not open source, used to be under commerical or research-only licenses --- but can now be had (still subject to license terms you should study) via apt-get (and even yum). This page describe the installation of the MKL (and other components) in detail (but stops short of the system integration aspect we show here). Here we present one short script, discussed in detail below, to add the MKL to your Debian or Ubuntu system. Its main advantages are clean standard code using package management tools; additional steps to make it the the system default; and with an option for clean removal leaning again on the package management system. We put the script and a README.md largely identical to this writeup into this GitHub repo where issues, comments, questions, ... should be filed. MKL for .deb-based systems: An easy recipe This post describes how to easily install the Intel Math Kernel Library (MKL) on a Debian or Ubuntu system. Very good basic documentation is provided by Intel at their site. The discussion here is more narrow as it focusses just on the Math Kernel Library (MKL). The tl;dr version: Use this script which contains the commands described here. First Step: Set up apt We download the GnuPG key first and add it to the keyring: cd /tmp wget apt-key add GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB To add all Intel products we would run first command, but here we focus just on the MKL. The website above lists other suboptions (TBB, DAAL, MPI, ...) ## all products: #wget -O /etc/apt/sources.list.d/intelproducts.list ## just MKL sh -c 'echo deb all main > /etc/apt/sources.list.d/intel-mkl.list' We then update our lists of what is available in the repositories. apt-get update As a personal aside, I still use the awesome wajig frontend to dpkg, apt and more by Graham Williams (of rattle fame). Among other tricks, wajig keeps state and therefore "knows" what packages are new. Here, we see a lot: edd@rob:/tmp$ wajig update Hit:1 artful InRelease Ign:2 stable InRelease Hit:3 artful-updates InRelease Hit:4 artful InRelease Hit:5 artful-backports InRelease Ign:6 artful/ InRelease Hit:7 artful/ Release Hit:8 artful-security InRelease Hit:9 all InRelease Hit:10 stable Release Hit:12 jessie InRelease Reading package lists... Done This is 367 up on the previous count with 367 new packages. edd@rob:/tmp$ wajig new Package Description ========================-=================================================== intel-mkl-gnu-f-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-cluster-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-32bit-jp-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-doc-ps-2018 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-cluster-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-jp-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-ps-mic-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-jp-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-common-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-f95-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-f95-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-psxe-common-2018.2-046 Intel(R) Parallel Studio XE 2018 Update 2 for Linux* intel-mkl-ps-mic-cluster-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-2018.0-128 Intel(R) Threading Building Blocks 2018 for Linux* intel-comp-l-all-vars-196 Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-common-ps-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-pgi-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-openmp-18.0.0-128 OpenMP for Intel(R) Compilers 18.0 for Linux* intel-mkl-common-c-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-f95-mic-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-doc-f-jp Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-32bit-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-common-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-l-all-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-pgi-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-nomcu-vars-18.0.0-128 Intel(R) Compilers 18.0 for Linux* intel-mkl-common-c-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-common-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-cluster-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-ss-tbb-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-32bit-2018.0-128 Intel(R) Threading Building Blocks 2018 for Linux* intel-mkl-gnu-c-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-tbb-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-tbb-libs-2018.1-163 Intel(R) Threading Building Blocks 2018 Update 1 for Linux* intel-mkl-ps-common-f-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-pgi-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-psxe-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-doc-c Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-f95-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-174 Intel(R) Threading Building Blocks 2017 Update 4 for Linux* intel-comp-l-all-vars-174 Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-gnu-f-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-32bit-jp-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-gnu-f-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-18.0.1-163 OpenMP for Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-ps-cluster-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-pgi-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-comp-l-all-vars-18.0.0-128 Intel(R) Compilers 18.0 for Linux* intel-mkl-ps-common-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-32bit-18.0.0-128 OpenMP for Intel(R) Compilers 18.0 for Linux* intel-mkl-f95-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-core-ps-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-gnu-f-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-tbb-mic-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-psxe-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-64bit-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-f95-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-rt-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-psxe-common-doc-2018 Intel(R) Parallel Studio XE 2018 Update 2 for Linux* intel-mkl-ps-tbb-mic-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-core-c-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-cluster-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-rt-jp-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-psxe-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-64bit-2018.2-046 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-tbb-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-doc-f Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-f95-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-rt-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-pgi-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-32bit-2018.1-163 Intel(R) Threading Building Blocks 2018 Update 1 for Linux* intel-mkl-common-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-64bit-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-mic-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-ss-tbb-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-32bit-18.0.2-199 OpenMP for Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-ps-rt-jp-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-f-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-jp-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-tbb-mic-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-psxe-common-061 Intel(R) Parallel Studio XE 2017 Update 5 for Linux* intel-mkl-gnu-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-f-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-cluster-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-f-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-tbb-libs-196 Intel(R) Threading Building Blocks 2017 Update 6 for Linux* intel-mkl-cluster-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-pgi-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-ss-tbb-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-all-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-tbb-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-64bit-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-f95-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-gnu-c-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-f95-common-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-f-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-cluster-common-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-common-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-l-all-32bit-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-tbb-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-psxe-common-056 Intel(R) Parallel Studio XE 2017 Update 4 for Linux* intel-mkl-32bit-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-comp-l-all-vars-18.0.2-199 Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-common-ps-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-core-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-c-ps-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-gnu-f-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-f95-common-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-openmp-l-all-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-tbb-libs-239 Intel(R) Threading Building Blocks 2017 Update 8 for Linux* intel-mkl-common-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-f-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-common-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-comp-nomcu-vars-18.0.2-199 Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-common-f-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-cluster-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-cluster-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-doc Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-ps-cluster-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-64bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-pgi-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-gnu-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-common-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-rt-jp-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-common-c-64bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-pgi-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-f-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-rt-jp-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-tbb-libs-2018.2-199 Intel(R) Threading Building Blocks 2018 Update 2 for Linux* intel-mkl-f95-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-ps-libs-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-core-c-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-all-32bit-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-ps-pgi-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-gnu-f-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-tbb-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-rt-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-gnu-f-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-f-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-f95-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-mic-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-ps-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-cluster-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-64bit-2017.3-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-ss-tbb-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-32bit-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-tbb-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-64bit-2017.2-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-cluster-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-c-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-f-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-c-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-2017.3-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-tbb-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-pgi-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-pgi-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-tbb-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-openmp-l-all-32bit-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-cluster-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-2017.4-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-psxe-common-doc Intel(R) Parallel Studio XE 2017 Update 5 for Linux* intel-tbb-libs-32bit-2018.2-199 Intel(R) Threading Building Blocks 2018 Update 2 for Linux* intel-mkl-2017.2-050 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-tbb-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-2018.1-038 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-gnu-c-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-ps-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-tbb-mic-rt-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-tbb-rt-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-cluster-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-psxe-061 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-ss-tbb-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-mic-rt-jp-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-common-c-ps-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-doc-jp Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-core-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-common-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-cluster-rt-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-mic-rt-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-l-ps-libs-196 OpenMP for Intel(R) Compilers 17.0 Update 4 for Linux* intel-mkl-common-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-openmp-18.0.2-199 OpenMP for Intel(R) Compilers 18.0 Update 2 for Linux* intel-mkl-ps-common-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-openmp-32bit-18.0.1-163 OpenMP for Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-ps-pgi-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-l-all-vars-239 Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-ps-mic-c-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-core-f-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-ss-tbb-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-f-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-mic-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-rt-jp-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-psxe-common-2018.0-033 Intel(R) Parallel Studio XE 2018 for Linux* intel-mkl-ps-f95-mic-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-64bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-psxe-056 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-gnu-rt-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-core-c-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-common-c-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-comp-l-all-vars-18.0.1-163 Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-psxe-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-f95-32bit-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-openmp-l-ps-libs-jp-174 OpenMP for Intel(R) Compilers 17.0 Update 2 for Linux* intel-mkl-tbb-rt-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-f-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-2018.0-033 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-ps-f95-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-doc Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-common-c-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-common-f-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-ps-gnu-f-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-cluster-c-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-common-c-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-tbb-mic-196 Intel(R) Math Kernel Library 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Linux* intel-mkl-tbb-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-comp-nomcu-vars-18.0.1-163 Intel(R) Compilers 18.0 Update 1 for Linux* intel-mkl-common-f-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-tbb-rt-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-common-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-gnu-c-32bit-2018.2-199 Intel(R) Math Kernel Library 2018 Update 2 for Linux* intel-mkl-ps-mic-cluster-rt-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-core-2018.1-163 Intel(R) Math Kernel Library 2018 Update 1 for Linux* intel-mkl-ps-gnu-f-32bit-196 Intel(R) Math Kernel Library 2017 Update 3 for Linux* intel-mkl-ps-f95-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-ps-mic-cluster-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-psxe-common-050 Intel(R) Parallel Studio XE 2017 Update 2 for Linux* intel-mkl-cluster-c-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-rt-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-mkl-32bit-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* intel-openmp-l-ps-libs-32bit-jp-239 OpenMP for Intel(R) Compilers 17.0 Update 5 for Linux* intel-mkl-ps-ss-tbb-rt-32bit-239 Intel(R) Math Kernel Library 2017 Update 4 for Linux* intel-mkl-gnu-f-rt-32bit-2018.0-128 Intel(R) Math Kernel Library 2018 for Linux* intel-mkl-gnu-174 Intel(R) Math Kernel Library 2017 Update 2 for Linux* edd@rob:/tmp$ Install MKL Now that we have everything set up, installing the MKL is as simple as: apt-get install intel-mkl-64bit-2018.2-046 This picks the 64-bit only variant of the (currently) most recent builds. There is a slight cost: a 500mb download of 39 packages which install to 1.9 gb! Other than that it is easy: one command! Compare that with the days of yore when we fetched shar archives of NETLIB... Integrate MKL One the key advantages of a Debian or Ubuntu system is the overall integration providing a raft of useful features. One of these is the seamless and automatic selection of alternatives. By declaring a particular set of BLAS and LAPACK libraries the default, all application linked against this interface will use the default. Better still, users can switch between these as well. So here we can make the MKL default for BLAS and LAPACK: ## update alternatives update-alternatives --install /usr/lib/x86_64-linux-gnu/libblas.so \ libblas.so-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/libblas.so.3 \ libblas.so.3-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/liblapack.so \ liblapack.so-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 update-alternatives --install /usr/lib/x86_64-linux-gnu/liblapack.so.3 \ liblapack.so.3-x86_64-linux-gnu /opt/intel/mkl/lib/intel64/libmkl_rt.so 50 Next, we have to tell the dyanmic linker about two directories use by the MKL, and have it update its cache: echo "/opt/intel/lib/intel64" > /etc/ld.so.conf.d/mkl.conf echo "/opt/intel/mkl/lib/intel64" >> /etc/ld.so.conf.d/mkl.conf ldconfig Use the MKL Now the MKL is 'known' and the default. If we start R, its sessionInfo() shows the MKL: # Matrix products: default # BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so Benchmarks # Vanilla r-base Rocker with default reference BLAS > n n n So just R (with reference BLAS) is slow. (Using Docker is done here to have clean comparisons while not altering the outer host system; impact of running Docker on Linux should be minimal.) Adding OpenBLAS helps quite a bit already by offering multi-core processing -- the, and MKL does not yet improve materially over OpenBLAS. Now, this of course was not any serious benchmarking---we just ran one SVD. More to do as time permits... Removal, if needed Another rather nice benefit of the package management is that clean removal is also possible: root@c9f8062fbd93:/tmp# apt-get autoremove intel-mkl-64bit-2018.2-046 Reading package lists... Done Building dependency tree Reading state information... Done The following packages will be REMOVED: intel-comp-l-all-vars-18.0.2-199 intel-comp-nomcu-vars-18.0.2-199 intel-mkl-64bit-2018.2-046 intel-mkl-cluster-2018.2-199 intel-mkl-cluster-c-2018.2-199 intel-mkl-cluster-common-2018.2-199 intel-mkl-cluster-f-2018.2-199 intel-mkl-cluster-rt-2018.2-199 intel-mkl-common-2018.2-199 intel-mkl-common-c-2018.2-199 intel-mkl-common-c-ps-2018.2-199 intel-mkl-common-f-2018.2-199 intel-mkl-common-ps-2018.2-199 intel-mkl-core-2018.2-199 intel-mkl-core-c-2018.2-199 intel-mkl-core-f-2018.2-199 intel-mkl-core-ps-2018.2-199 intel-mkl-core-rt-2018.2-199 intel-mkl-doc-2018 intel-mkl-doc-ps-2018 intel-mkl-f95-2018.2-199 intel-mkl-f95-common-2018.2-199 intel-mkl-gnu-2018.2-199 intel-mkl-gnu-c-2018.2-199 intel-mkl-gnu-f-2018.2-199 intel-mkl-gnu-f-rt-2018.2-199 intel-mkl-gnu-rt-2018.2-199 intel-mkl-pgi-2018.2-199 intel-mkl-pgi-c-2018.2-199 intel-mkl-pgi-f-2018.2-199 intel-mkl-pgi-rt-2018.2-199 intel-mkl-psxe-2018.2-046 intel-mkl-tbb-2018.2-199 intel-mkl-tbb-rt-2018.2-199 intel-openmp-18.0.2-199 intel-psxe-common-2018.2-046 intel-psxe-common-doc-2018 intel-tbb-libs-2018.2-199 intel-tbb-libs-32bit-2018.2-199 libisl15 0 upgraded, 0 newly installed, 40 to remove and 0 not upgraded. After this operation, 1,904 kB disk space will be freed. Do you want to continue? n Abort. root@c9f8062fbd93:/tmp# where we said 'no' just to illustrate the option. Summary Package management systems are fabulous. Kudos to Intel for supporting apt (and also yum in case you are on an rpm-based system). We can install the MKL with just a few commands (which we regrouped in this script). The MKL has a serious footprint with an installed size of just under 2gb. But for those doing extended amounts of numerical analysis, installing this library may well be worth it. This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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