Compiling R with multi-threaded linear algebra libraries on Ubuntu

A guide for multithreaded R performance

Updated 2022-05-28: Updated links.

Motivation

You may have an R setup that is not using hardware resources in an efficient way.

Linear algebra libraries such as OpenBLAS and Intel MKL can compute matrix/vector operations with all available processing power to significantly reduce computation times.

Use apt-get instead of compiling sources

If you prefer to use apt-get there is an option. Intel MKL is hardware specific while OpenBLAS boosts operations both for Intel and AMD

To install R linked to Intel MKL, Dirk Eddelbuettel’s blog provides detailed instructions.

To install R linked to OpenBLAS you only need this:

sudo apt-get update
sudo apt-get install libopenblas-base r-base

Compiling sources

I’ll stick to R 3.4.2 that is what I use at work.

R linked to MKL

You need to install MKL first. You can either use apt-get or download the installer. I have downloaded the installer.

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

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Compile 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

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R linked to OpenBLAS

Compile 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 libopenblas-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
	./configure --prefix=/opt/R/R-3.4.2-openblas --enable-R-shlib --with-blas --with-lapack
	make && sudo make install
	printf 'export RSTUDIO_WHICH_R=/opt/R/R-3.4.2-openblas/bin/R\n' | tee -a ~/.profile
	sudo ln -s /opt/R/3.4.2-openblas/bin/R /usr/local/bin/R

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