[Numpy-discussion] Numpy and MKL, update

[David Warde-Farley]

On 13-Nov-08, at 8:47 PM, David Cournapeau wrote:

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


Also make sure that you have a compiler suitable for building ATLAS.  
Basically, if your gcc is older than 4.2, *build a newer gcc and  
gfortran first*, then build ATLAS with that.

 From http://math-atlas.sourceforge.net/errata.html
	"The ATLAS architectural defaults were all build with gcc 4.2, except  
on IRIX/MIPS, where gcc was outperformed by SGI's cc. If you use gcc  
4.0 or 4.1, then your performance will be cut roughly in half on all  
x86 platforms, so such users should install and use gcc 4.2."

Kind of a big deal. ;)

- David