High Performance R

Benchmarks and instructions for high-performance computing in R

Results (R-benchmark-25.R)

Version	Options	Hardware	Cores	Total time	Overall mean
R 3.2.2	vanilla	2 x Xeon E5-2640	12 (HT)	39.307	1.263
R 3.2.2	OpenBlas	2 x Xeon E5-2640	12 (HT)	8.978	0.580
R 3.2.2	OpenBlas-OpenMP	2 x Xeon E5-2640	12 (HT)	8.881	0.433
R 3.2.2	OpenBlas-Pthreads	2 x Xeon E5-2640	12 (HT)	7.911	0.431
MRO 3.2.2	RevoMath	2 x Xeon E5-2640	12 (HT)	6.723	0.384
R 3.4.3	Vanilla	2 x Xeon E5-2670	16 (HT)	35.196	1.072
R 3.4.3	ATLAS	2 x Xeon E5-2670	16 (HT)	11.587	0.661
R 3.4.3	OpenBLAS	2 x Xeon E5-2670	16 (HT)	35.843	0.746
R 3.4.3	OpenBLAS 2c	2 x Xeon E5-2670	16 (HT)	9.250	0.537
R 3.4.3	OpenBLAS 8c	2 x Xeon E5-2670	16 (HT)	6.335	0.353
R 3.4.3	OpenBLAS 12c	2 x Xeon E5-2670	16 (HT)	12.599	0.589
R 3.4.3	Intel MKL	2 x Xeon E5-2670	16 (HT)	10.499	0.560
MRO 3.5.1	Intel MKL	2 x Xeon E5-2670	16 (HT)	6.222	0.349
R 3.3.2	OpenBlas-LAPACK	i5-2450M	2 (HT)	10.371	0.480
MRO 3.3.1	RevoMath	i5-2450M	2 (HT)	7.312	0.465
R 3.2.1	OpenBlas-LAPACK	i7-2640M	2 (HT)	6.844	0.438
R 3.2.2	Intel MKL 2016U1 (icc)	i7-2640M	2 (HT)	6.209	0.397
MRO 3.2.2	RevoMath	i7-2640M	2 (HT)	6.481	0.411
R 3.2.3	vanilla	i7-2640M	2 (HT)	34.812	1.128
R 3.2.3	OpenBlas-LAPACK	i7-2640M	2 (HT)	7.421	0.452
R 3.2.3	Intel MKL 2016U1 (icc)	i7-2640M	2 (HT)	6.072	0.387
R 3.2.3	Intel MKL 2016U1 (gcc)	i7-2640M	2 (HT)	6.309	0.405
R 3.2.3	Intel MKL 2016U2 (icc)	i7-2640M	2 (HT)	5.851	0.379
R 3.2.4	Intel MKL 2016U2 (gcc)	i7-2640M	2 (HT)	5.816	0.383
R 3.2.4	Intel MKL 2016U2 (icc)	i7-2640M	2 (HT)	6.550	0.413
R 3.3.0	Intel MKL 2016U3 (gcc)	i7-2640M	2 (HT)	5.893	0.387
MRO 3.3.1	RevoMath	i7-2640M	2 (HT)	6.529	0.410
R 3.3.2	Intel MKL 2017U1 (icc)	i7-2640M	2 (HT)	6.594	0.411
R 3.3.2	Intel MKL 2017U1 (icc)	i7-2640M	2 (HT)	6.332	0.402
R 3.3.2	Intel MKL 2017U1 (icc)	i7-2640M	2 (HT)	6.348	0.406
MRO 3.4.2	Intel MKL	i7-2640M	2 (HT)	6.638	0.417
MRO 3.4.2	Intel MKL + kpti	i7-2640M	2 (HT)	6.516	0.413
MRO 3.4.2	Intel MKL + nopti	i7-2640M	2 (HT)	6.621	0.417
R 3.3.2	Intel MKL 2017U1 (icc)	i7-6500U	2 (HT)	4.628	0.281
R 3.3.2	Intel MKL 2017U1 (gcc)	i7-6500U	2 (HT)	4.485	0.274
MRO 3.4.2	Intel MKL + kpti	i7-6500U	2 (HT)	5.207	0.311
MRO 3.4.2	Intel MKL + nopti	i7-6500U	2 (HT)	5.160	0.306
MRO 3.5.1	Intel MKL	i7-6500U	2 (HT)	4.776	0.280
R 3.6.1	OpenBlas	i5-8250U	4 (HT)	4.347	0.250
R 3.3.1	Intel MKL 2016U3 (gcc)	i7-2600K	4 (HT)	4.822	0.297
R 3.3.1	Intel MKL 2017 (icc, no fp)	i7-2600K	4 (HT)	4.706	0.281
R 3.3.1	Intel MKL 2017 (icc, prec-div, prec-sqrt)	i7-2600K	4 (HT)	4.829	0.288
R 3.3.1	Intel MKL 2017 (icc, fp precise source)	i7-2600K	4 (HT)	4.721	0.287
MRO 3.3.1	RevoMath	i7-2600K	4 (HT)	4.974	0.294
R 3.3.2	Intel MKL 2017 (icc, no parallel flags)	i7-2600K	4 (HT)	4.663	0.280
R 3.3.2	Intel MKL 2017U1 (icc)	i7-2600K	4 (HT)	4.834	0.298
R 3.3.2	Intel MKL 2017U1 (gcc)	i7-2600K	4 (HT)	4.222	0.265
R 3.4.3	Intel MKL 2018 (gcc) + kpti	i7-2600K	4 (HT)	4.174	0.257
R 3.4.3	Intel MKL 2018 (gcc) + nopti	i7-2600K	4 (HT)	4.158	0.256
R 3.4.4	Intel MKL 2018 (icc + tbb + no-openmp)	i7-2600K	4 (HT)	4.963	0.306
R 3.4.4	Intel MKL 2018 (gcc + tbb)	i7-2600K	4 (HT)	4.807	0.296
R 3.5.0	Intel MKL 2018 (gcc + tbb)	i7-2600K	4 (HT)	4.382	0.278
R 3.5.1	Intel MKL 2018 (gcc + tbb)	i7-2600K	4 (HT)	4.401	0.279
R 3.5.1	Intel MKL 2018 (gcc + tbb + OC)	i7-2600K	4 (HT)	3.978	0.251
R 3.5.1	Intel MKL 2018 (gcc + tbb)	Xeon 1270 v2	4 (HT)	4.288	0.268
R 3.5.1	Intel MKL 2019 U1 (gcc)	Xeon 1270 v2	4 (HT)	3.903	0.240
R 3.5.2	Intel MKL 2019 U1 (gcc)	Xeon 1270 v2	4 (HT)	3.890	0.239
MRO 3.5.2	Intel MKL	Xeon 1270 v2	4 (HT)	4.241	0.263
R 3.5.3	Intel MKL 2019 U1 (gcc)	Xeon 1270 v2	4 (HT)	4.006	0.247
R 3.5.3	Intel MKL 2019 U3 (gcc)	Xeon 1270 v2	4 (HT)	3.954	0.244
R 3.6.0	Intel MKL 2019 U3 (gcc)	Xeon 1270 v2	4 (HT)	3.867	0.236
R 3.6.1	vanilla	Ryzen 3600	6 (HT)	21.999	0.548
R 3.6.1	OpenBLAS	Ryzen 3600	6 (HT)	3.012	0.167
R 3.6.2	OpenBLAS	Ryzen 3600	6 (HT)	2.885	0.161
R 3.6.2	Intel MKL 2020.0	Ryzen 3600	6 (HT)	2.673	0.151
R 3.6.2	Intel MKL 2020.0 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.558	0.141
R 3.6.3	Intel MKL 2020.1 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.637	0.145
R 4.0.0	Intel MKL 2020.1	Ryzen 3600	6 (HT)	2.592	0.141
R 4.0.0	Intel MKL 2020.1 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.590	0.140
R 4.0.2	Intel MKL 2020.1	Ryzen 3600	6 (HT)	2.647	0.146
R 4.0.2	Intel MKL 2020.1 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.650	0.146
MRO 4.0.2	Intel MKL	Ryzen 3600	6 (HT)	3.212	0.158
R 4.0.2	Intel MKL 2020.2	Ryzen 3600	6 (HT)	2.659	0.148
R 4.0.2	Intel MKL 2020.2 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.656	0.146
R 4.0.3	Intel MKL 2020.2	Ryzen 3600	6 (HT)	2.630	0.147
R 4.0.3	Intel MKL 2020.2 + MKL_DEBUG_CPU_TYPE=5	Ryzen 3600	6 (HT)	2.638	0.146
R 4.0.4	Intel MKL 2020.4	Ryzen 3600	6 (HT)	2.630	0.145
R 4.1.2	Intel MKL 2020.4	Ryzen 3600	6 (HT)	2.640	0.146
R 4.3.0	Intel MKL 2023.0	Ryzen 3600	6 (HT)	2.797	0.155
R 4.4.0	Intel MKL 2023.2	Ryzen 3600	6 (HT)	2.830	0.156

Methodology

Run R benchmarks:

cat R-benchmark-25.R | time R --slave --no-save
(echo 'library(MASS);set.seed(1)' && cat MASS-ex.R) | time R --slave --no-save
cat bench.R | time R --slave --no-save

CPULABenchmarks:

devtools::install_github("luisdamiano/CPULABenchmarks")
library(CPULABenchmarks)
run(100)

Test OpenMP:

R CMD SHLIB omp_sample.c
(echo 'dyn.load("omp_sample.so"); .Call("dumbCumsum",runif(100000),0L)') | time R --slave --no-save
taskset -p 0xffffffff `pidof R`

Matrix multiplication:

a = matrix(rnorm(5000*5000), 5000, 5000)
b = matrix(rnorm(5000*5000), 5000, 5000)
c = a%*%b

Parallel backends:

doMC creates forks in the background:

library(doMC)
registerDoMC()
x <- iris[which(iris[,5]!='setosa'),c(1,5)]
trials<- 10000
r <- foreach(icount(trials), .combine=cbind) %dopar% {
  ind <- sample(100,100,replace=T)
  result1 <- glm(x[ind,2]~x[ind,1],family=binomial(logit))
  coefficients(result1)
}
doParallel::stopImplicitCluster()

doParallel uses multicore in Linux and snow in Windows:

library(foreach)
library(doParallel)
registerDoParallel()
set.seed(100)
foreach (i = 1:4) %do% {
  a = replicate(10000, rnorm(10000))
  d = determinant(a)
}
doParallel::stopImplicitCluster()

Setting up high-performance R on Ubuntu/Debian

Install prerequisities:

sudo apt install libcurl4-gnutls-dev libgit2-dev libxml2-dev libssh2-1-dev libssl-dev git build-essential gfortran

Setup CRAN R:

echo "deb https://ftp.cc.uoc.gr/mirrors/CRAN/bin/linux/ubuntu/ bionic-cran35/" | sudo tee /etc/apt/sources.list.d/cran-r.list
echo "deb-src https://ftp.cc.uoc.gr/mirrors/CRAN/bin/linux/ubuntu/ bionic-cran35/" | sudo tee /etc/apt/sources.list.d/cran-r.list
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-keys 51716619E084DAB9
sudo apt update
sudo apt install r-base r-base-dev

Install Intel MKL:

wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
sudo 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 update
sudo apt install intel-mkl-64bit-2019.0-045

Compile R with the Intel MKL:

See 1

sudo apt-get build-dep r-base
mkdir -p ~/src/r-with-intel-mkl && cd ~/src/r-with-intel-mkl
cd ..
wget https://cran.r-project.org/src/base/R-3/R-3.5.1.tar.gz
tar zxf R-3.5.1.tar.gz -C r-with-intel-mkl/
cd r-with-intel-mkl/R-3.5.1
source /opt/intel/mkl/bin/mklvars.sh intel64
export MKL="-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_gf_lp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl"
export _gcc_opt=" -O3 -m64 -fopenmp -march=native"
export LDFLAGS=" -fopenmp"
export CFLAGS="${_gcc_opt} -I${MKLROOT}/include"
export CXXFLAGS="${_gcc_opt} -I${MKLROOT}/include"
export FFLAGS="${_gcc_opt} -I${MKLROOT}/include"
export FCFLAGS="${_gcc_opt} -I${MKLROOT}/include"
./configure --prefix=/opt/R/R-3.5.1-intel-mkl --enable-R-shlib --with-blas="$MKL" --with-lapack
make && sudo make install
printf '\n#export RSTUDIO_WHICH_R=/usr/bin/R\nexport RSTUDIO_WHICH_R=/opt/R/R-3.5.1-intel-mkl/bin/R\n' | tee -a ~/.profile

Compile R with OpenBLAS:

mkdir -p ~/src/r-with-openblas && cd ~/src/r-with-openblas
cd ..
tar zxvf R-3.5.1.tar.gz -C r-with-openblas/
cd ~/src/r-with-openblas/R-3.5.1
./configure --prefix=/opt/R/R-3.5.1-openblas --enable-R-shlib --with-blas --with-lapack
make && sudo make install
printf '#export RSTUDIO_WHICH_R=/opt/R/R-3.5.1-openblas/bin/R\n' | tee -a ~/.profile

Compile vanilla R:

mkdir -p ~/src/r-vanilla && cd ~/src/r-vanilla
cd ..
tar zxvf R-3.5.1.tar.gz -C r-vanilla/
cd ~/src/r-vanilla/R-3.5.1
./configure --prefix=/opt/R/R-3.5.1-vanilla --enable-R-shlib
make && sudo make install
printf '#export RSTUDIO_WHICH_R=/opt/R/R-3.5.1-vanilla/bin/R\n' | tee -a ~/.profile

Choose linear algebra libs:

sudo apt install libatlas3-base
sudo apt install libopenblas-base
sudo update-alternatives --config libblas.so.3
sudo update-alternatives --config liblapack.so.3

Set R distribution in use by RStudio Server:

echo "rsession-which-r=/opt/R/R-3.5.1-intel-mkl/bin/R" | sudo tee -a /etc/rstudio/rserver.conf

Set number of threads for OpenBLAS:

OPENBLAS_NUM_THREADS=8 R --no-save