[Numpy-discussion] Numpy and MKL, update

Michael Abshoff michael.abshoff@googlemail....
Thu Nov 13 20:07:07 CST 2008


David Cournapeau wrote:
> On Fri, Nov 14, 2008 at 5:23 AM, frank wang <f.yw@hotmail.com> wrote:
>> Hi,

Hi,

>> Can you provide a working example to build Numpy with MKL in window and
>> linux?
>> The reason I am thinking to build the system is that I need to make the
>> speed match with matlab.
> 
> The MKL will only help you for linear algebra, and more specifically
> for big matrices. If you build your own atlas, you can easily match
> matlab speed in that area, I think.

That is pretty much true in my experience for anything but Core2 Intel 
CPUs where GotoBLAS and the latest MKL have about a 25% advantage for 
large problems. That is to a large extend fixed in the development 
version of ATLAS, i.e. 3.9.4, where on Core2 the advantage melts to 
about 5% to 8%. Clint Whaley gave a talk at the BOF linear algebra 
session of Sage Days 11 this week, but his slides are not up in the wiki 
yet.

The advantage of the MKL is that one library works more or less optimal 
on all platforms, i.e. with and without SSE2 for example since the 
"right" routines are selected at run time. That makes the MKL much 
larger, too, so depending on what your goal is either one could be "better".

> David

Cheers,

Michael

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