[Numpy-discussion] Problem building 64 bit numpy using MKL on Windows

[Reynolds, Jay]

Hi, I've built numpy 64 bit using vc11, the Intel Fortran compiler and the MKL 'mkl_rt' library.
*why? (see end of message for the reason, if interested)

Any advice or assistance would be greatly appreciated.  If I can offer additional information, I will happily do so.


The build appears to go just fine (no errors noted), and numpy loads into python just fine as well.
(I note a warning:  ### Warning:  python_xerbla.c is disabled ### -- however, it doesn't appear to be problematic?)

I have also confirmed that numpy sees the mkl blas and lapack libs.

>>> numpy.__config__.show()
lapack_opt_info:
    libraries = ['mkl_lapack', 'mkl_rt']
    library_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\lib\\intel64']
    define_macros = [('SCIPY_MKL_H', None)]
    include_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\include']
blas_opt_info:
    libraries = ['mkl_rt']
    library_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\lib\\intel64']
    define_macros = [('SCIPY_MKL_H', None)]
    include_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\include']
openblas_lapack_info:
  NOT AVAILABLE
lapack_mkl_info:
    libraries = ['mkl_lapack', 'mkl_rt']
    library_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\lib\\intel64']
    define_macros = [('SCIPY_MKL_H', None)]
    include_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\include']
blas_mkl_info:
    libraries = ['mkl_rt']
    library_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\lib\\intel64']
    define_macros = [('SCIPY_MKL_H', None)]
    include_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\include']
mkl_info:
    libraries = ['mkl_rt']
    library_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\lib\\intel64']
    define_macros = [('SCIPY_MKL_H', None)]
    include_dirs = ['C:\\Program Files (x86)\\Intel\\Composer XE 2015\\mkl\\include']

Everything *looks* to be in order upon casual inspection (*I think*, please correct me if I'm wrong!)
However, there is no performance boost when running a few different tests in numpy (singular value decomposition, for example), and only a single thread appears to be in play.

Running numpy.test('full') reveals 21 errors.

For instance,
LINK : fatal error LNK1104: cannot open file 'ifconsol.lib'

And, the other being a recurring error with f2py,

ERROR: test_size.TestSizeSumExample.test_transpose
----------------------------------------------------------------------
Traceback (most recent call last):
  File "C:\Program Files\Side Effects Software\Houdini 13.0.509\python27\lib\site-packages\nose\case.py", line 371, in setUp
    try_run(self.inst, ('setup', 'setUp'))
  File "C:\Program Files\Side Effects Software\Houdini 13.0.509\python27\lib\site-packages\nose\util.py", line 478, in try_run
    return func()
  File "C:\Program Files\Side Effects Software\Houdini 13.0.509\python27\lib\site-packages\numpy\f2py\tests\util.py", line 353, in setUp
    module_name=self.module_name)
  File "C:\Program Files\Side Effects Software\Houdini 13.0.509\python27\lib\site-packages\numpy\f2py\tests\util.py", line 80, in wrapper
   raise ret
RuntimeError: Running f2py failed: ['-m', '_test_ext_module_5403', 'c:\\users\\jareyn~1\\appdata\\local\\temp\\tmpvykewl
\\foo.f90']
Reading .f2py_f2cmap ...
        Mapping "real(kind=rk)" to "double"
Succesfully applied user defined changes from .f2py_f2cmap


Everything that requires configuration appears to be in agreement with this Intel Application Note, minus use of the Intel C++ compiler:
https://software.intel.com/en-us/articles/numpyscipy-with-intel-mkl

I have also referenced the Windows build docs on scipy.org:
http://www.scipy.org/scipylib/building/windows.html#building-scipy

Some info about my configuration:

site.cfg:

include_dirs = C:\Program Files (x86)\Intel\Composer XE 2015\mkl\include
library_dirs = C:\Program Files (x86)\Intel\Composer XE 2015\mkl\lib\intel64
mkl_libs = mkl_rt

PATH = (paths separated by line for easy reading)
C:\Program Files\Side Effects Software\Houdini 13.0.509\python27;
C:\Program Files\Side Effects Software\Houdini 13.0.509\python27\Scripts;
C:\Program Files (x86)\Microsoft Visual Studio 11.0\VC\bin\x86_amd64;
C:\Program Files (x86)\Intel\Composer XE 2015\bin\intel64

LD_LIBRARY_PATH =
C:\Program Files (x86)\Microsoft Visual Studio 11.0\VC\bin\x86_amd64;
C:\Program Files (x86)\Intel\Composer XE 2015\bin\intel64;
C:\Program Files (x86)\Intel\Composer XE 2015\mkl\lib\intel64;
C:\Program Files (x86)\Intel\Composer XE 2015\compiler\lib\intel64

Thank you in advance for your time,

-Jay

=====
*why am I doing this?
The reason I'm doing this is because I need numpy with MKL to run with the version of python that comes packaged with Houdini (Python 2.7.5 (default, Oct 24 2013, 17:49:49) [MSC v.1700 64 bit (AMD64)] on win32).
So, downloading a prebuilt 64 bit numpy isn't an option due to the unavailability of a compatible compiler version.

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