f2mkl

This is an extremely simple adapter for LD_PRELOAD-ing Intel MKL in applications linked against Fortran BLAS.

BLAS is a set of linear algebraic primitives with widespread adoption in high-performance computing. The original library was written in Fortran and many binaries still call BLAS through Fortran symbols.
Intel MKL provides a highly optimized BLAS implementation (among others) that can be much faster than generic BLAS libraries.
LD_PRELOAD is a code injection mechanism for ELF shared objects as commonly used in Unix-based systems. The point is that we can use this to “replace” standard BLAS with MKL at runtime and get a free speed-up.

Overview

Suppose that you have a program compiled against some standard BLAS that you would like to accelerate by linking against MKL instead. For me, this was stock Octave in Ubuntu, so let’s use that as a running example. The natural thing to do then is something like:

alias myoctave="LD_PRELOAD=\"/opt/intel/mkl/lib/intel64/libmkl_rt.so /opt/intel/lib/intel64/libiomp5.so\" octave"

and to use myoctave instead of octave.

On my machine, this immediately produces the intended effect; for example:

$ octave --eval "n = 1024; A = rand(n); tic; A*A; toc"
Elapsed time is 0.14859 seconds.

while

$ myoctave --eval "n = 1024; A = rand(n); tic; A*A; toc"
Elapsed time is 0.11987 seconds.

So, great!–we’re done, right? Well, not quite. Some more testing shows that:

$ myoctave --eval "dot(1i,1i)"
Segmentation fault (core dumped)

and similarly for any Octave function that works with complex numbers in a certain way. The problem appears to be due to how MKL handles complex return values in C vs. Fortran. Indeed, rebinding the Fortran symbols to call the corresponding C functions as in:

MKL_Complex16
zdotc_(const MKL_INT *n, const MKL_Complex16 *x, const MKL_INT *incx,
                         const MKL_Complex16 *y, const MKL_INT *incy)
{
    MKL_Complex16 res;
    zdotc(&res, n, x, incx, y, incy);
    return res;
}

seems to fix the issue. The f2mkl adapter simply consists of all such required redefinitions, including cdotc_, cdotu_, zdotc_, and zdotu_ for BLAS; and cdotci_, cdotui_, zdotci_, and zdotui_ for a basic version of Sparse BLAS.

Compiling f2mkl and preloading as in:

alias myoctave="LD_PRELOAD=\"libf2mkl.so /opt/intel/mkl/lib/intel64/libmkl_rt.so /opt/intel/lib/intel64/libiomp5.so\" octave"

then gives:

$ myoctave --eval "dot(1i,1i)"
ans = 1

as expected.

Instructions

Compile by typing make, with $MKLINC (default: /usr/include/mkl) set appropriately so that mkl.h can be found.
LD_PRELOAD libf2mkl.so first and then the MKL libraries as above.
????
Profit!