在Windows上将英特尔的数学内核库(MKL)链接到R [英] Linking Intel's Math Kernel Library (MKL) to R on Windows

问题描述

为R使用替代的BLAS具有多个优点，请参见例如 https://cran.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf .

Using an alternative BLAS for R has several advantages, see e.g. https://cran.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf.

Microsoft R打开 https://mran.revolutionanalytics.com/documents/rro/installation/#sysreq 使用Intel的MKL而不是默认的Reference BLAS来加快计算速度.

Microsoft R Open https://mran.revolutionanalytics.com/documents/rro/installation/#sysreq is using Intel's MKL instead of the default Reference BLAS to speed up calculations.

我的问题是:

将**手动将Intel的MKL库链接到Windows上R **的最新版本的确切步骤是什么(

What would be the exact steps to link Intel's MKL library **manually to R**'s most recent version on Windows (https://cran.r-project.org/bin/windows/base/)?

更新20-07-2016: 这是有关如何为Windows≥3.3.0的Windows 64位R建立基于OpenBLAS的Rblas.dll的非常详细的说明:

UPDATE 20-07-2016: Here is very detailed description on how to build a OpenBLAS-based Rblas.dll for 64-bit R for Windows for R ≥ 3.3.0: http://www.avrahamadler.com/r-tips/build-openblas-for-windows-r64/

推荐答案

我能够将R 3.6.0与使用

I was able to link R 3.6.0 with custom dlls you create using the builder. Basically you have to export the same symbols Rblas.dll and Rlapack.dll do. Start the Compiler 19.0 Update 4 for Intel 64 Visual Studio 2017 environment command prompt:

获取符号:

dumpbin /exports Rblas.dll > Rblas_list
dumpbin /exports Rlapack.dll > Rlapack_list_R

编辑两个文件，删除页眉"和页脚"，并使所有带有符号名称的行(例如:248 F7 00138CE0 dgeevx_)都像dgeevx_(仅包含名称). 将builder目录复制到PC中的某个位置并在其中运行:

Edit both files deleting the "header" and "footer" and have all the lines with the symbol names (ex.: 248 F7 00138CE0 dgeevx_) be like dgeevx_ (only with the names). Copy the builder directory to somewhere in your pc and inside it run:

# blas links fine
nmake libintel64 export=..path..\Rblas_list name=Rblas 
# save lapack errors in another list
nmake libintel64 export=..path..\Rlapack_list_R name=Rlapack 1> undefined_symbols_list

编辑undefined_symbols_list仅在每行中保留名称并创建一个新名称 列出差异

Edit undefined_symbols_list keep only the names in each line and create a new list with the difference

findstr /v /g:undefined_symbols_list Rlapack_list_R > Rlapack_list
nmake libintel64 export=..path..\Rlapack_list name=Rlapack

使用dumpbin /dependents Rlapack.dll，您可以看到它们取决于libiomp5md.dll，您可以在mkl安装的redist文件夹中找到该文件.

With dumpbin /dependents Rlapack.dll, you can see that they depend on libiomp5md.dll, which you can find inside the redist folder in mkl installation.

此方法使用更多的磁盘空间，但是更简单.从这些文件夹中复制所有内容

This method uses more disk space, but it's simpler. Copy all the contents from inside these folders

C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows\redist\intel64\mkl
C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows\redist\intel64\compiler

到

C:\Program Files\R\R-3.6.1\bin\x64

在目标文件夹中，创建2个mkl_rt.dll副本，并将其中一个Rblas.dll重命名，另一个Rlapack.dll重命名原件并保留mkl_rt.dll.

Inside the destination folder, create 2 copies of mkl_rt.dll and rename one of them Rblas.dll and the other Rlapack.dll replacing the originals and also keeping mkl_rt.dll.

这篇关于在Windows上将英特尔的数学内核库(MKL)链接到R的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！