Oracle has released an update to the Oracle R Distribution, an Oracle-supported distribution of open source R. Oracle R Distribution 2-13.2 now contains the ability to dynamically link the following libraries on both Windows and Linux:
- The Intel Math Kernel Library (MKL) on Intel chips
- The AMD Core Math Library (ACML) on AMD chips
To take advantage of the performance enhancements provided by Intel MKL or AMD ACML in Oracle R Distribution, simply add the MKL or ACML shared library directory to the LD_LIBRARY_PATH system environment variable. This automatically enables MKL or ACML to make use of all available processors, vastly speeding up linear algebra computations and eliminating the need to recompile R. Even on a single core, the optimized algorithms in the Intel MKL libraries are faster than using R’s standard BLAS library.
Open-source R is linked
to NetLib’s BLAS libraries, but they are not multi-threaded and only
use one core. While R’s internal BLAS are efficient for most
computations, it’s possible to recompile R to link to a different, multi-threaded BLAS library to improve performance on eligible calculations. Compiling and linking to R yourself can be involved, but for many, the significantly improved calculation speed justifies the effort. Oracle R Distribution notably simplifies the process of using external math libraries by enabling R to auto-load MKL or ACML. For R commands that don’t link to BLAS code, taking advantage of database parallelism using embedded R execution in Oracle R Enterprise is the route to improved performance.
For more information about rebuilding R with different BLAS libraries, see the linear algebra section in the R Installation and Administration manual. As always, the Oracle R Distribution is available as a free download to anyone. Questions and comments are welcome on the Oracle R Forum.