build-r-mkl-al2.sh

# Process to build R with MKL support on Amazon Linux 2

# Install R v4
sudo amazon-linux-extras install R4
wget https://mac.r-project.org/benchmarks/R-benchmark-25.R
which R  # /usr/bin/R
R --version  # 4.0.2

# Install Intel MKL library
# https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl-download.html?operatingsystem=linux&distributions=yumpackagemanager

tee > /tmp/oneAPI.repo << EOF
[oneAPI]
name=Intel® oneAPI repository
baseurl=https://yum.repos.intel.com/oneapi
enabled=1
gpgcheck=1
repo_gpgcheck=1
gpgkey=https://yum.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS.PUB
EOF

sudo mv /tmp/oneAPI.repo /etc/yum.repos.d
sudo yum install -y intel-basekit  # Not necessary?
sudo yum install -y intel-oneapi-mkl

# Build tools
sudo yum groupinstall -y "Development Tools"
sudo yum install -y readline-devel libXt-devel libcurl-devel

# Hack for make install.  Need to be present before ./configure.
sudo mkdir -p /opt/intel/oneapi/{2024.0/lib,redist/lib}
sudo ln -s /opt/intel/oneapi/mkl/2024.0/lib/libmkl_gf_lp64.so.2 /opt/intel/oneapi/2024.0/lib/libmkl_gf_lp64.so.2
sudo ln -s /opt/intel/oneapi/mkl/2024.0/lib/libmkl_gf_lp64.so.2 /opt/intel/oneapi/redist/lib/libmkl_gf_lp64.so.2

# Build R with MKL support
# https://www.intel.com/content/www/us/en/developer/articles/technical/using-onemkl-with-r.html
wget https://cran.r-project.org/src/base/R-4/R-4.3.2.tar.gz
gunzip --force R-4.3.2.tar.gz
tar xf R-4.3.2.tar
cd R-4.3.2

source /opt/intel/oneapi/setvars.sh intel64 ## NOTE key difference from Intel instructions on above page
MKL="-Wl,--no-as-needed -lmkl_gf_lp64 -Wl,--start-group -lmkl_gnu_thread  -lmkl_core  -Wl,--end-group -fopenmp  -ldl -lpthread -lm"
./configure --with-blas="$MKL" --with-lapack
make || exit
sudo make install

# Tests
cd
time /usr/bin/R < R-benchmark-25.R --save  # System R
time /usr/local/bin/R < R-benchmark-25.R --save  # Compiled R

# Are we using MKL?
/usr/bin/R -q -e 'sessionInfo()' # System R
/usr/local/bin/R -q -e 'sessionInfo()'  # Compiled R

• Output from systemInfo():
  • Building MKL from source
    • BLAS/LAPACK: /opt/intel/oneapi/mkl/2024.0/lib/libmkl_gf_lp64.so.2; LAPACK version 3.10.1
  • Installing MKL from Yum
    • BLAS: /usr/local/lib64/R/lib/libRblas.so
    • LAPACK: /usr/local/lib64/R/lib/libRlapack.so; LAPACK version 3.11.0
  • Without MKL
    • BLAS/LAPACK: /usr/lib64/R/lib/libRblas.so