I installed Intel MKL library by running this:
# keys taken from https://software.intel.com/en-us/articles/installing-intel-free-libs-and-python-apt-repo
wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
apt-key add GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
sudo sh -c 'echo deb https://apt.repos.intel.com/mkl all main > /etc/apt/sources.list.d/intel-mkl.list'
sudo apt-get update && sudo apt-get install intel-mkl-64bit
I added this to ~/.bashrc:
source /opt/intel/bin/compilervars.sh intel64
source /opt/intel/mkl/bin/mklvars.sh intel64
If I try to compile R with Intel MKL it doesn't work:
cd R-3.4.2
source /opt/intel/mkl/bin/mklvars.sh intel64
MKL="-Wl,--no-as-needed -lmkl_gf_lp64 -Wl,--start-group -lmkl_gnu_thread -lmkl_core -Wl,--end-group -fopenmp -ldl -lpthread -lm"
./configure --prefix=/opt/R/R-3.4.2-intel-mkl --enable-R-shlib --with-blas="$MKL" --with-lapack
make && sudo make install
Error message:
/home/pacha/R-3.4.2/bin/exec/R: error while loading shared libraries: libmkl_gf_lp64.so: cannot open shared object file: No such file or directory
But it works compiling with OpenBLAS:
cd R-3.4.2
./configure --prefix=/opt/R/R-3.4.2-openblas --enable-R-shlib --with-blas --with-lapack
make && sudo make install
It works with Ubuntu 17.04+ but not with 16.04 just like this other question using mkl, error while loading shared libraries: libmkl_intel_lp64.so
Old question, but I eventually found a way that I added to my blog https://pacha.dev/blog/2018/04/21/r-multi-threaded-linear-algebra-ubuntu/index.html#r-linked-to-mkl.
Here are the steps:
Install MKL
# Option 1: Use apt-get
# keys taken from https://software.intel.com/en-us/articles/installing-intel-free-libs-and-python-apt-repo
cd ~/GitHub/r-with-intel-mkl/
wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
apt-key add GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
sudo sh -c 'echo deb https://apt.repos.intel.com/mkl all main > /etc/apt/sources.list.d/intel-mkl.list'
sudo apt-get update && sudo apt-get install intel-mkl-64bit
# Option 2: Use the installer (works well on Ubuntu 16.04)
cd ~/GitHub/r-with-intel-mkl/
wget http://registrationcenter-download.intel.com/akdlm/irc_nas/tec/12147/l_mkl_2017.4.239.tgz
tar xzvf l_mkl_2017.4.239.tgz
cd l_mkl_2017.4.239
sudo ./install_GUI.sh
printf '/opt/intel/lib/intel64\n/opt/intel/mkl/lib/intel64\n' | sudo tee -a /etc/ld.so.conf.d/intel_mkl.conf
sudo ldconfig
Install R
# 1: Add RStudio to apt sources
# key added after sudo apt-get update returned a warning following this guide: https://support.rstudio.com/hc/en-us/articles/218004217-Building-R-from-source
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys 51716619E084DAB9
printf '#CRAN mirror\ndeb https://cran.rstudio.com/bin/linux/ubuntu artful/\ndeb-src https://cran.rstudio.com/bin/linux/ubuntu artful/\n' | sudo tee -a /etc/apt/sources.list.d/cran-mirror.list
# 2: Enable development repositories
# you need to enable multiverse repo or packages as xvfb won't be found
printf 'deb http://us.archive.ubuntu.com/ubuntu artful main restricted universe multiverse
deb-src http://us.archive.ubuntu.com/ubuntu artful main restricted universe multiverse\n
deb http://security.ubuntu.com/ubuntu artful-security main restricted universe multiverse
deb-src http://security.ubuntu.com/ubuntu artful-security main restricted universe multiverse\n
deb http://us.archive.ubuntu.com/ubuntu artful-updates main restricted universe multiverse
deb-src http://us.archive.ubuntu.com/ubuntu artful-updates main restricted universe multiverse\n' | sudo tee -a /etc/apt/sources.list
# 3: Update packages
sudo apt-get update
sudo apt-get clean
sudo apt-get autoclean
sudo apt-get autoremove
sudo apt-get upgrade --with-new-pkgs
# 4: Build R from source
sudo apt-get build-dep r-base
cd ~/GitHub/r-with-intel-mkl
wget https://cran.r-project.org/src/base/R-3/R-3.4.2.tar.gz
tar xzvf R-3.4.2.tar.gz
cd R-3.4.2
source /opt/intel/mkl/bin/mklvars.sh intel64
BLAS="-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_gf_lp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl"
./configure --prefix=/opt/R/3.4.2-mkl --enable-shared --enable-R-shlib --with-blas="$BLAS" --with-lapack
make && sudo make install
printf '\nexport RSTUDIO_WHICH_R=/usr/local/bin/R\nexport RSTUDIO_WHICH_R=/opt/R/3.4.2-mkl\n' | tee -a ~/.profile
sudo ln -s /opt/R/3.4.2-mkl/bin/R /usr/local/bin/R