Notes on enabling Atlas libs for Octave and 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. II. Using the Atlas libraries In order to have the libraries loaded at run-time, the location needs to be communicated to the dynamic linker/loader. [ There appears to be a bug in ld.so as the location is already in ld.so.conf, but found "too late". ] 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, 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 an Athlon machine, 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. III. 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. IV. 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. -- Dirk Eddelbuettel Tue, 21 Aug 2001 21:37:15 -0500