Replace atlas with multithreaded OpenBLAS to speed-up on multi-core CPU for the boost-eigen branch

[kloudkl]

Multi-threaded OpenBLAS makes a huge performance difference. The benchmarks with and without it in comments to #16 demonstrated more than 5 times speed-up for boost-eigen and MKL on a machine with 4 Hyper-Threading CPU cores (supporting 8 threads).

This fixes #79.

[rowlanddepp]

Is it possible we make openblas an optional but not default blas backend? Per @kloudkl one needs to add a custom repository

sudo add-apt-repository ppa:marutter/rdev
sudo apt-get update
sudo apt-get install libopenblas-base

which one may not be very comfortable about. Given the fact that openblas is in its beta form, relying on it in default seems to be tricky.

[kloudkl]

OpenBLAS, the inheritor of GotoBlas2, is released by the official Ubuntu repository. But the package bundled before Saucy Salamander is single-threaded. All Michael Rutter has done is to port the official multi-threaded version back to the earlier distribution. If you are working on the most recent version of Ubuntu, you can just skip adding the ppa repo. There is no foundamental difference.

Benchmarking results lead to the conclusion that OpenBLAS is very competitive in the arena of BLAS libraries.

Welcome suggestions of better alternatives.

[Yangqing]

In fact, in the long run one will be able to simply link to blas and
ubuntu's update-alternatives will figure out which backend to link against.
Until then I would probably suggest keeping things simple, note in the
documentation that openblas is a possible choice, and one can do manual
changes to the makefile if desired.

Note that the current LTS is still 12.04 Precise, which is likely most
people are using.

Yangqing

On Tue, Feb 11, 2014 at 10:33 PM, kloudkl notifications@github.com wrote:

OpenBLAS, the inheritor of GotoBlas2, is released by the official Ubuntu
repository. But the package bundled before Saucy Salamander is
single-threaded. All Michael Rutter has done is to port the official
multi-threaded version back to the earlier distribution.http://tagteam.harvard.edu/hub_feeds/1981/feed_items/244738If you are working on the most recent version of Ubuntu, you can just skip
adding the ppa repo. There is no foundamental difference.

Benchmarkinghttp://cran.r-project.org/web/packages/gcbd/vignettes/gcbd.pdf
results http://nghiaho.com/?p=1726 lead to the conclusion that OpenBLAS
is very competitive in the arena of BLAS libraries.

Welcome suggestions of better alternatives.

Reply to this email directly or view it on GitHubhttps://github.com//pull/82#issuecomment-34843060
.