Using Intel® MKL in GNU Octave

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December 21, 2010 6:30 AM PST


Overview

This guide is intended to help the current Octave users to potentialy improve performance by utilizing Intel® Math Kernel Library (Intel® MKL). It explains how to build 64-bit Octave with Intel MKL for Intel64 based applications.

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab*. It may also be used as a batch-oriented language.

Octave has extensive tools for solving common numerical linear algebra problems, finding the roots of nonlinear equations, integrating ordinary functions, manipulating polynomials, and integrating ordinary differential and differential-algebraic equations. It is easily extensible and customizable via user-defined functions written in Octave's own language, or using dynamically loaded modules written in C++, C, Fortran, or other languages.

[Reference: http://www.gnu.org/software/octave/about.html*]

Version Information

This application note was created to help users who use Octave to also incorporate the latest versions of Intel MKL 10.3.2 or higher on Linux* platforms on Intel® Xeon® *processor-based systems. Specifically, we'll address Intel MKL version 10.3.2.

This application note applies to Intel Composer XE 2011 and Octave 3.2.4

Note: One can use Intel MKL FFTW3 wrappers in Octave only with Intel MKL 10.3.2 or higher. For using the previous versions please contact the Intel MKL team.

Downloading Intel tools & Octave source code

Prerequisites: 

  1. Intel® MKL contains highly optimized BLAS, LAPACK, and FFT and also the wrappers for FFTW, which can be obtained at: Intel® Math Kernel Library Product Page.
  2. Obtain Intel® C++ and Fortran compilers (Intel MKL and Intel Compilers are now available in a single package - Intel Composer XE 2011).
  3. To get Octave - http://www.gnu.org/software/octave/

Note: This application note is written specifically for use with the Intel® compilers. Though using Intel MKL with Octave built with other compilers is also possible.

Unpack:

  • Use the following commands to extract the Octave files: 
tar -xf octave-x.x.x.tar.gz

This will create a directory called octave-x.x.x.

Building Octave

Update configure:

  • Change configure.in. Please find in the file the lines below and change them  from 
1.	if test "$with_fftw" = yes; then   
2.	  have_fftw3_header=no   
3.	  with_fftw3=no   
4.	  AC_CHECK_HEADER(fftw3.h, [have_fftw3_header=yes])   
5.	  if test "$have_fftw3_header" = yes; then   
6.	    AC_CHECK_LIB(fftw3, fftw_plan_dft_1d, [   
7.	      AC_CHECK_LIB(fftw3f, fftwf_plan_dft_1d, [FFTW_LIBS="-lfftw3 -lfftw3f"; with_fftw3=yes])])   
8.	  fi   
9.	fi


to

1.	if test "$with_fftw" = yes; then   
2.	  have_fftw3_header=no   
3.	  with_fftw3=no   
4.	  AC_CHECK_HEADER(fftw3.h, [have_fftw3_header=yes])   
5.	  if test "$have_fftw3_header" = yes; then   
6.	    AC_CHECK_LIB(fftw3, fftw_plan_dft_1d, [   
7.	      AC_CHECK_LIB(fftw3f, fftwf_plan_dft_1d, [FFTW_LIBS="-lfftw3 -lfftw3f"; with_fftw3=yes])])   
8.	# Add MKL check   
9.	    AC_CHECK_LIB(mkl_intel_lp64, fftw_plan_dft_1d, [FFTW_LIBS="-Wl,--start-group -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -WI, --end-group -liomp5 -lpthread"; with_fftw3=yes],AC_MSG_RESULT("MKL library not found.  Octave will use the FFTW3 instead."),[-Wl,--start-group -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -Wl,--end-group -liomp5 -lpthread])   
10.	  fi   
11.	fi

  

Set environment:

  • Make sure that C/C++ and Fortran compilers are installed and in the PATH. Set LD_LIBRARY_PATH to your compiler (C/C++ and Fortran), and Intel MKL libraries. Also set MKLROOT to you MKL directory.
    There are environment setters in both Intel MKL and Intel CCompiler installation directories: source  .../mkl/bin/mklvars.sh intel64 or like that
  • Set next environment variable: CC, CXX, F77, CFLAGS, CPPFLAGS, LDFLAGS as follow 
1.	export CC=icc   
2.	export CXX=icc   
3.	export F77=ifort   
4.	export CFLAGS="-O3 -ipo- -std=c99 -fPIC -DMKL_LP64 -DM_PI=3.1415926535897932384"  
5.	export CPPFLAGS="-I$MKLROOT/include -I$MKLROOT/include/fftw"  
6.	export LDFLAGS="-L$MKLROOT/lib/intel64 -L$MKLROOT/../compiler/lib/intel64"  
7.	export LD_LIBRARY_PATH="$MKLROOT/lib/intel64:$MKLROOT/../compiler/lib/intel64:$LD_LIBRARY_PATH"

Configure and make

Build Octave and install it in the standard place
1.	configure --with-blas="-Wl,--start-group -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -Wl,--end-group -liomp5 -lpthread" --with-lapack="-Wl,--start-group -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -Wl,--end-group -liomp5 -lpthread"  
2.	make   
3.	make install

Running Octave

Add Octave path to environment variable PATH
Then, you should be able to run Octave


Do you need more help?


This article applies to: Intel® C++ Compiler for Linux* Knowledge Base,   Intel® C++ Compiler for Mac OS X* Knowledge Base,   Intel® C++ Compiler for Windows* Knowledge Base,   Intel® Cluster Toolkit for Linux* Knowledge Base,   Intel® Cluster Toolkit for Windows* Knowledge Base,   Intel® Fortran Compiler for Linux* Knowledge Base,   Intel® Fortran Compiler for Mac OS X* Knowledge Base,   Intel® Math Kernel Library Knowledge Base