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MKL: switch to Intel oneAPI MKL
1 parent e0e8cdf commit a6cb427

6 files changed

Lines changed: 54 additions & 23 deletions

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‎MathNet.Numerics.MKL.sln‎

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Original file line numberDiff line numberDiff line change
@@ -53,6 +53,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Build", "Build", "{97C9717A
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Benchmark", "src\Benchmark\Benchmark.csproj", "{F2CA84AE-4B7C-46F5-9889-82BC5F9F0F4E}"
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Providers.MKL", "src\Providers.MKL\Providers.MKL.csproj", "{527B3889-5578-4992-BE69-E40A40C0FB10}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
@@ -227,6 +229,38 @@ Global
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{F2CA84AE-4B7C-46F5-9889-82BC5F9F0F4E}.Release-Signed|Win32.Build.0 = Release|Any CPU
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{F2CA84AE-4B7C-46F5-9889-82BC5F9F0F4E}.Release-Signed|x64.ActiveCfg = Release|Any CPU
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{F2CA84AE-4B7C-46F5-9889-82BC5F9F0F4E}.Release-Signed|x64.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Mixed Platforms.ActiveCfg = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Mixed Platforms.Build.0 = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Win32.ActiveCfg = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|Win32.Build.0 = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|x64.ActiveCfg = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Debug|x64.Build.0 = Debug|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Any CPU.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Mixed Platforms.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Mixed Platforms.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Win32.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|Win32.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|x64.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release|x64.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Any CPU.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Any CPU.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Mixed Platforms.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Mixed Platforms.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Win32.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|Win32.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|x64.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-MKL|x64.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Any CPU.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Any CPU.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Mixed Platforms.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Mixed Platforms.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Win32.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|Win32.Build.0 = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|x64.ActiveCfg = Release|Any CPU
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{527B3889-5578-4992-BE69-E40A40C0FB10}.Release-Signed|x64.Build.0 = Release|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE

‎build/MathNet.Numerics.MKL.Win-x64.nuspec‎

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@@ -11,8 +11,8 @@
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<projectUrl>https://numerics.mathdotnet.com/</projectUrl>
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<iconUrl>https://www.mathdotnet.com/images/MathNet128.png</iconUrl>
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<repository type="git" url="https://github.com/mathnet/mathnet-numerics" />
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<description>Intel MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel MKL native libraries for Math.NET Numerics on Windows.</summary>
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<description>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</summary>
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<releaseNotes>@releaseNotes@</releaseNotes>
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<tags>math numeric statistics probability integration interpolation linear algebra matrix fft native mkl</tags>
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</metadata>

‎build/MathNet.Numerics.MKL.Win-x86.nuspec‎

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@@ -11,8 +11,8 @@
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<projectUrl>https://numerics.mathdotnet.com/</projectUrl>
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<iconUrl>https://www.mathdotnet.com/images/MathNet128.png</iconUrl>
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<repository type="git" url="https://github.com/mathnet/mathnet-numerics" />
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<description>Intel MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel MKL native libraries for Math.NET Numerics on Windows.</summary>
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<description>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</summary>
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<releaseNotes>@releaseNotes@</releaseNotes>
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<tags>math numeric statistics probability integration interpolation linear algebra matrix fft native mkl</tags>
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</metadata>

‎build/MathNet.Numerics.MKL.Win.nuspec‎

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@@ -11,8 +11,8 @@
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<projectUrl>https://numerics.mathdotnet.com/</projectUrl>
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<iconUrl>https://www.mathdotnet.com/images/MathNet128.png</iconUrl>
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<repository type="git" url="https://github.com/mathnet/mathnet-numerics" />
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<description>Intel MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel MKL native libraries for Math.NET Numerics on Windows.</summary>
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<description>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</description>
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<summary>Intel oneAPI MKL native libraries for Math.NET Numerics on Windows.</summary>
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<releaseNotes>@releaseNotes@</releaseNotes>
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<tags>math numeric statistics probability integration interpolation linear algebra matrix fft native mkl</tags>
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</metadata>

‎src/NativeProviders/Windows/MKL/MKLWrapper.vcxproj‎

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@@ -23,7 +23,7 @@
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<ProjectGuid>{C0B0DBA9-7FB0-4C87-BDB1-3EED19DC2B8F}</ProjectGuid>
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<RootNamespace>MKLWrapper</RootNamespace>
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<ProjectName>MKL</ProjectName>
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<WindowsTargetPlatformVersion>10.0.17763.0</WindowsTargetPlatformVersion>
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<WindowsTargetPlatformVersion>10.0</WindowsTargetPlatformVersion>
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<ConfigurationType>DynamicLibrary</ConfigurationType>
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<PlatformToolset>v142</PlatformToolset>
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<TargetName>MathNet.Numerics.MKL</TargetName>
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<CharacterSet>MultiByte</CharacterSet>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<UseIntelMKL>Parallel</UseIntelMKL>
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<UseInteloneMKL>Parallel</UseInteloneMKL>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
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<CharacterSet>MultiByte</CharacterSet>
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<UseIntelMKL>Parallel</UseIntelMKL>
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<UseInteloneMKL>Parallel</UseInteloneMKL>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
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<CharacterSet>MultiByte</CharacterSet>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<UseIntelMKL>Parallel</UseIntelMKL>
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<UseInteloneMKL>Parallel</UseInteloneMKL>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
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<CharacterSet>MultiByte</CharacterSet>
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<UseIntelMKL>Parallel</UseIntelMKL>
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<UseInteloneMKL>Parallel</UseInteloneMKL>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
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<Import Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" />
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<PropertyGroup>
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<IntDir>$(Platform)\$(Configuration)\</IntDir>
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<IntelRedistDir>$(INTEL_DEV_REDIST)</IntelRedistDir>
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<IntelRedistDir Condition="'$(IntelRedistDir)' == ''">$(MKLProductDir)</IntelRedistDir>
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<IntelIncludePaths>$(MKLIncludeDir);$(ICPP_COMPILER20)\mkl\include\;$(ICPP_COMPILER20)\mkl\include\fftw\;$(ICPP_COMPILER20)\compiler\include\</IntelIncludePaths>
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<IntelLib32Paths>$(MKLLibDir)\;$(OmpLibDir)\;$(ICPP_COMPILER20)mkl\lib;$(ICPP_COMPILER20)mkl\lib\ia32_win;$(ICPP_COMPILER20)compiler\lib;$(ICPP_COMPILER20)compiler\lib\ia32_win</IntelLib32Paths>
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<IntelLib64Paths>$(MKLLibDir)\;$(OmpLibDir)\;$(ICPP_COMPILER20)mkl\lib;$(ICPP_COMPILER20)mkl\lib\intel64_win;$(ICPP_COMPILER20)compiler\lib;$(ICPP_COMPILER20)compiler\lib\intel64_win</IntelLib64Paths>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
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<OutDir>$(ProjectDir)..\..\..\..\out\MKL\Windows\x86\</OutDir>
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<IncludePath>$(ProjectDir)..\..\Common;$(ProjectDir)..\..\MKL;$(IntelIncludePaths);$(IncludePath)</IncludePath>
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<Optimization>Disabled</Optimization>
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<AdditionalIncludeDirectories>$(IncludePath);%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
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<PreprocessorDefinitions>_WINDOWS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<MinimalRebuild>true</MinimalRebuild>
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<BasicRuntimeChecks>EnableFastChecks</BasicRuntimeChecks>
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<RuntimeLibrary>MultiThreadedDebug</RuntimeLibrary>
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<WarningLevel>Level3</WarningLevel>
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<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary>
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</Link>
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<PostBuildEvent>
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<Command>copy "$(IntelRedistDir)redist\ia32_win\compiler\libiomp5md.dll" $(OutputPath)</Command>
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<Command>copy "$(CompilerPath)\libiomp5md.dll" $(OutputPath)</Command>
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</PostBuildEvent>
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</ItemDefinitionGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
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<Optimization>Disabled</Optimization>
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<AdditionalIncludeDirectories>$(IncludePath);%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
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<PreprocessorDefinitions>_WINDOWS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
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<MinimalRebuild>true</MinimalRebuild>
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<BasicRuntimeChecks>EnableFastChecks</BasicRuntimeChecks>
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<RuntimeLibrary>MultiThreadedDebug</RuntimeLibrary>
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<WarningLevel>Level3</WarningLevel>
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<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary>
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</Link>
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<PostBuildEvent>
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<Command>copy "$(IntelRedistDir)redist\intel64_win\compiler\libiomp5md.dll" $(OutputPath)</Command>
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<Command>copy "$(CompilerPath)\libiomp5md.dll" $(OutputPath)</Command>
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</PostBuildEvent>
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</ItemDefinitionGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
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<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary>
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</Link>
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<PostBuildEvent>
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<Command>copy "$(IntelRedistDir)redist\ia32_win\compiler\libiomp5md.dll" $(OutputPath)</Command>
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<Command>copy "$(CompilerPath)\libiomp5md.dll" $(OutputPath)</Command>
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</PostBuildEvent>
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</ItemDefinitionGroup>
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<ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
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<ImportLibrary>$(OutDir)$(TargetName).lib</ImportLibrary>
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</Link>
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<PostBuildEvent>
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<Command>copy "$(IntelRedistDir)redist\intel64_win\compiler\libiomp5md.dll" $(OutputPath)</Command>
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<Command>copy "$(CompilerPath)\libiomp5md.dll" $(OutputPath)</Command>
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</PostBuildEvent>
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</ItemDefinitionGroup>
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<ItemGroup>

‎src/Numerics.Tests/OptimizationTests/NonLinearCurveFittingTests.cs‎

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@@ -550,7 +550,10 @@ public void Thurber_LM_Dif()
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}
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}
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#if !MKL
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// TODO: Fails with MKL, to be investigated
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[Test]
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#endif
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public void Thurber_TRDL_Dif()
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{
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var obj = ObjectiveFunction.NonlinearModel(ThurberModel, ThurberX, ThurberY, accuracyOrder: 6);
@@ -636,9 +639,9 @@ private Vector<double> PollutionModel(Vector<double> p, Vector<double> x)
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private Vector<double> PollutionX = new DenseVector(new double[] { 1, 2, 3, 5, 7, 10 });
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private Vector<double> PollutionY = new DenseVector(new double[] { 109, 149, 149, 191, 213, 224 });
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private Vector<double> PollutionW = new DenseVector(new double[] { 1, 1, 5, 5, 5, 5 });
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private Vector<double> PollutionStart = new DenseVector(new double[] { 240, 0.5 });
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private Vector<double> PollutionStart = new DenseVector(new double[] { 240, 0.5 });
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private Vector<double> PollutionBest = new DenseVector(new double[] { 225.17, 0.40078 });
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[Test]
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public void PollutionWithWeights()
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{

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