Notes on using Atlas libs with GNU Octave and GNU R

I. Overview

As of the Debian releases 2.1.34-6 (for GNU Octave) and 1.3.0-3 (for GNU R),
both Octave and R can be used with Atlas, the Automatically Tuned Linear
Algebra Software, in order to obtain much faster linear algebra operations.

To make use of Atlas, Debian users need to install the Atlas libraries for
their given cpu architecture. Concretely, one of

    atlas2-base - Automatically Tuned Linear Algebra Software
    atlas2-p3 - Automatically Tuned Linear Algebra Software
    atlas2-p4 - Automatically Tuned Linear Algebra Software
    atlas2-athlon - Automatically Tuned Linear Algebra Software

must be installed. Here, 'base' provides generic libraries which run on all
platforms whereas 'p3', 'p4' and 'athlon' stand for the Pentium III and IV as
well as the AMD Athlon, respectively.  The actual libraries are installed in
/usr/lib/atlas (in the case of 'base') and in /usr/lib/$arch/atlas for the
cpu-specific versions. Here $arch stands for the cpu code used by the kernel
and shown in /proc/cpuinfo.

The Atlas libraries can be loaded dynamically instead of the (non-optimised)
blas libraries against which both Octave and R are compiled.

Section III below briefly describes how Atlas libraries can be compiled for
your specific machine to further optimise performance.

II. Using the Atlas libraries

II.A New default behaviour with automatic loading of the Atlas libraries

In order to have the libraries loaded at run-time, the location needs to be
communicated to the dynamic linker/loader. As of the Debian release
libc6_2.2.4-5 of the glibc library, a patch to ldconfig automates the use of
the Atlas library. If an Atlas package is installed, and correctly registered
in /etc/ld.so.conf as done by its postinst script, ldconfig will
automatically load the Atlas' version of the Blas instead of the (slower)
default Blas.

The following text is hence only relevant for systems which have not yet
upgraded to libc6_2.2.4-5 or later.

II.B Old behaviour requiring LD_LIBRARY_PATH for Octave

For Octave, use the variable LD_LIBRARY_PATH. On a computer with the
atlas2-base package:

    $ LD_LIBRARY_PATH=/usr/lib/atlas octave2.1 -q
    octave2.1:1> X=randn(1000,1000);t=cputime();Y=X'*X;cputime-t
    ans = 7.9600

    $ edd@homebud:~> octave2.1 -q
    octave2.1:1> X=randn(1000,1000);t=cputime();Y=X'*X;cputime-t
    ans = 61.520

For R version 1.3.0-4, the R_LD_LIBRARY_PATH variable has to be used, and its
value needs to be copied out of /usr/bin/R (or edited therein). For R version
1.3.1 or later this is done automatically in the R startup shell script.  For
an Athlon machine, and with the explicit definition which is no longer needed
as of R 1.3.1, the example becomes

    $ R_LD_LIBRARY_PATH=/usr/lib/R/bin:/usr/local/lib:/usr/X11R6/lib:/usr/lib/3dnow/atlas:/usr/lib:/usr/X11R6/lib:/usr/lib/gcc-lib/i386-linux/2.95.4:. R --vanilla -q
    > mm <- matrix(rnorm(10^6), ncol = 10^3)
    > system.time(crossprod(mm))
    [1] 2.38 0.04 2.84 0.00 0.00

    $ R --vanilla -q
    > mm <- matrix(rnorm(10^6), ncol = 10^3)
    > system.time(crossprod(mm))
    [1] 28.28  0.08 33.54  0.00  0.00
    > 

Running such a small example is highly recommded to ascertain that the
libraries are indeed found, and to "prove" that the speed gain is real (and
significant) for problems of at least a medium size as the 1000x1000 examples
above.

Note that the example use "/usr/lib/atlas" for the atlas2-base package;
Athlon users should employ "/usr/lib/3dnow/atlas", Pentium III users should
employ "/usr/lib/xmm/atlas" and Pentium IV users should employ
"/usr/lib/26/atlas".

Lastly, it should be pointed out that it is probably worthwhile to locally
compile, and thereby optimise, the Atlas libraries if at least a moderately
intensive load is expected. This is described in the next section.

III. Locally compiling the Atlas libraries

The Debian Atlas packages have been setup to allow for local recompilation of
the Atlas libraries. This way the behaviour will be tuned exactly to the
specific CPU rather than the broader class of CPUs. It has been reported that
this can increase performance by a further 12% on the examples above.
Detailed instructions are in /usr/share/doc/atlas2-base/README.debian.gz but
the process is essentially the following  [ courtesy of Doug Bates ]

   apt-get source atlas2-base
   cd atlas2-$VERSION
   fakeroot debian/rules/custom
   # wait for a *very* long time
   dpkg -i ../atlas2-base*.deb


IV.  See also

The Atlas packages have a very detailed README.Debian file which should be
consulted; it also details local recompilation. Sources and documentation for
Atlas are at   http://www.netlib.org/atlas.


V.  Acknowledgements

Camm Maguire developed the scheme of overloading Atlas over the default blas
libraries and deserves all the credit. Many thanks to John Eaton for helping
debug some errors in the initial setup, and to Doug Bates for work on the R
package. Special thanks to Ben Collins for providing a patched ldconfig as
part of the libc6 package.


Initial version
 -- Dirk Eddelbuettel <edd@debian.org>  Tue, 21 Aug 2001 21:37:15 -0500

First updated
 -- Dirk Eddelbuettel <edd@debian.org>  Sun, 11 Nov 2001 11:03:19 -0600