add Intel's MKL support

3 files changed, 50 insertions, 22 deletions

diff --git a/README b/README
index b6f3c28..9fb478b 100644
--- a/README
+++ b/README
@@ -4,20 +4,21 @@
 
 REQUIREMENTS ----------------------------
 
-Development packages of:
+1) GNU Scientific Library (http://www.gnu.org/software/gsl).
+   In Ubuntu we need the package "libgsl0-dev".
 
-1) GNU Scientific Library (http://www.gnu.org/software/gsl)
+2) BLAS/LAPACK (http://www.netlib.org/lapack).
+   An optimized implementation is recommended. I have tested:
 
-2) BLAS and LAPACK (http://www.netlib.org/lapack)
+   - Intel's MKL (http://www.intel.com/cd/software/products).
+     There is a free noncommercial download of MKL for Linux.
 
-3) ATLAS (recommended) (http://math-atlas.sourceforge.net/)
-
-For example, in Ubuntu Linux we need:
-
-- libgsl0-dev
-- refblas3-dev
-- lapack3-dev
-- atlas3-base-dev (or a version specifically tuned for your machine)
+   - ATLAS (http://math-atlas.sourceforge.net).
+     In Ubuntu the required packages are "refblas3-dev", "lapack3-dev",
+     and "atlas3-base-dev" (or a version tuned for your machine).
+     Please note that ATLAS currently requires compilation -fviaC in 32bit
+     machines. Otherwise many functions fail, producing strange NaN's.
+     Even with -fvia-C we may get wrong behavior in some cases.
 
 For ghc-6.8.x you may also need:
 
@@ -46,6 +47,19 @@ Manual:
     $ runhaskell Setup.lhs haddock
     $ runhaskell Setup.lhs install
 
+Using Intel's MKL:
+
+    - add/modify environment variables (e.g. in your .bashrc):
+          export LD_LIBRARY_PATH=/path/to/mkl/lib/arch
+          export    LIBRARY_PATH=/path/to/mkl/lib/arch
+      where arch = "32" or "em64t"
+
+    - add the "-fmkl" flag in the cabal configuration command:
+           $ runhaskell Setup.lhs configure --prefix=$HOME --user -fmkl
+           $ runhaskell Setup.lhs build
+           $ runhaskell Setup.lhs install
+
+
 See below for installation on Windows.
 
 TESTS ---------------------------------------------
@@ -88,7 +102,7 @@ KNOWN PROBLEMS / BUGS -------------------------------
   NaN's results on certain blas/lapack calls. In these machines
   the library is automatically compiled -fvia-C, which apparently
   solves the problem.
-  On 64-bit the default and faster -fasm seems to work well.
+  On 64-bit, or using MKL, the default and faster -fasm seems to work well.
 
 - On 64-bit machines the example "minimize.hs", when run from ghci,
   produces a segmentation fault. It happens in the call to
@@ -110,6 +124,9 @@ KNOWN PROBLEMS / BUGS -------------------------------
   A similar problem was reported at:
       http://article.gmane.org/gmane.linux.debian.devel.bugs.general/323065
 
+- On distributions with old GSL versions you should comment out a couple of functions
+  in the export lists of Ellint.hs and Debye.hs
+
 CHANGES ---------------------------------------------------------
 
 This is a new version of the library previously known as GSLHaskell.
diff --git a/hmatrix.cabal b/hmatrix.cabal
index 89ddb8a..263064e 100644
--- a/hmatrix.cabal
+++ b/hmatrix.cabal
@@ -1,5 +1,5 @@
 Name:               hmatrix
-Version:            0.2.1.0
+Version:            0.2.1.1
 License:            GPL
 License-file:       LICENSE
 Author:             Alberto Ruiz
@@ -21,19 +21,19 @@ build-type:         Simple
 flag splitBase
     description:    Choose the new smaller, split-up base package.
 
+flag mkl
+    description:    Link with Intel's MKL optimized libraries.
+    default:        False
+
 library
     if flag(splitBase)
       build-depends:    base >= 3, array, QuickCheck, HUnit, storable-complex
     else
       build-depends:    base < 3, QuickCheck, HUnit, storable-complex
 
-    if os(windows)
-      ghc-options:
-    else
-      if arch(x86_64)
-         ghc-options:
-      else
-         ghc-options:   -fvia-C
+    if !flag(mkl)
+      if !os(x86_64)
+        ghc-options:    -fvia-C
 
     Build-Depends:      haskell98
     Extensions:         ForeignFunctionInterface
@@ -95,6 +95,13 @@ library
     C-sources:          lib/Data/Packed/Internal/auxi.c,
                         lib/Numeric/LinearAlgebra/LAPACK/lapack-aux.c,
                         lib/Numeric/GSL/gsl-aux.c
-    extra-libraries:    gsl blas lapack
+    if flag(mkl)
+      if arch(x86_64)
+        extra-libraries:   gsl mkl_lapack mkl_intel_lp64 mkl_sequential mkl_core
+      else
+        extra-libraries:   gsl mkl_lapack mkl_intel mkl_sequential mkl_core
+    else
+      extra-libraries:  gsl blas lapack
+
     cc-options:         -O4
     ghc-prof-options:   -auto-all
diff --git a/lib/Numeric/LinearAlgebra/Tests/Properties.hs b/lib/Numeric/LinearAlgebra/Tests/Properties.hs
index 566d038..55e9a1b 100644
--- a/lib/Numeric/LinearAlgebra/Tests/Properties.hs
+++ b/lib/Numeric/LinearAlgebra/Tests/Properties.hs
@@ -40,6 +40,9 @@ module Numeric.LinearAlgebra.Tests.Properties (
 import Numeric.LinearAlgebra
 import Numeric.LinearAlgebra.Tests.Instances(Sq(..),Her(..),Rot(..))
 import Test.QuickCheck
+import Debug.Trace
+
+debug x = trace (show x) x
 
 -- relative error
 dist :: (Normed t, Num t) => t -> t -> Double
@@ -89,8 +92,9 @@ ones (r,c) = zeros (r,c) + 1
 
 -----------------------------------------------------
 
-luProp m = m |~| p <> l <> u && det p == s
+luProp m = m |~| p <> l <> u && f (det p) |~| f s
     where (l,u,p,s) = lu m
+          f x = fromList [x]
 
 invProp m = m <> inv m |~| ident (rows m)