[Rd] Build optimized R : openblas, MKL, ATLAS

[arnaud gaboury]

I want to build R optimized, with either MKL, OpenBLAS or ATLAS.

My OS: Fedora 22
Hardware: CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian
CPU(s): 8 Thread(s) per core: 2 Vendor ID: GenuineIntel Model name:
Intel(R) Core(TM) i7-2600K CPU @ 3.40GHz

I am a little confused when it comes to choose a method and would like
to hear your experiences. If I am right, I have 3 possibilities:
- OpenBLAS: opensource and free, but I came across some posts
describing seg faults issues and bugs. These posts are 2 years old and
I wonder if it is still the case.
- ATLAS: can't see any reason to not use it
- Intel MKL: this is part of Intel Parallel Studio and is a paid
software. Now, there is the MKL package distributed by
Revolutionanalytics, but I am not certain how this can be distributed
for free. Is there any kind of difference? In case of use of this
package, do I need to install RRO or can I just build R from GNU
against these libraries?

Thank you for advices.

-- 

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