NUMKL

This package works as the python wrapper to directly call some MKL routines while keep the same interface with numpy.

Install

Use pip install numkl

Or conda install -c refraction-ray numkl

You should make sure Intel MKL library and Intel compilers are installed and configured for relevant enviroment variables. Especially, environment variable MKLROOT is necessary for pip installation. And proper LD_LIBRARY_PATH is necessary in runtime.

Currently, you also need cython preinstalled in your python enviroment for pip installation.

Note this package is in its very early age, no guarantee on successful installation and usage. And this package only supports linux.

Example

from numkl import eig # must import numkl before numpy!!
import numpy as np
a = np.array([[0.,1.0],[1.0,0.]])
e,v = eig.eighx(a)

The only thing requiring special attention is that one should in general import numkl before numpy. Such that we could successfully link to the ilp64 lib instead of lp64, which is 32bit int interface of MKL and the default one linked by numpy.

Why

This package is not reinventing wheels like numpy, instead, it provide features that current numpy doesn't provide.

For the symmetric or Hermitian matrix eigenproblem, numpy has already provided the interface numpy.linalg.eigh and numpy.linalg.eigvalsh. By correctly configuring and linking, these two functions also can directly calling MKL routines. So why bother?

There are at least two aspects why numpy eigenproblem interface is not good enough:

1. The 32 bit int overflow and unable to calculate eigenproblem for large matrix. See this issue. Note currently this issue cannot be solve by simply hacking the compiling parameters, instead one need to change the source code of numpy.
2. The memory waste due to keeping the input matrix. See this issue. Actually, it costs two times of the space in numpy for getting all eigenvalues than directly using lapack routine.

In a word, this package is designed for "push-to-the-limit" style computations, where you can compute the eigenproblem for matrix dimension larger than 32766. And the interface is seamlessly integrated with numpy.