Math.NET Numerics is designed such that performance-sensitive algorithmscan be swapped with alternative implementations by the concept of providers.There is currently only a provider for linear algebra related routines, but thereare plans to add additional more e.g. related to nonlinear optimization problems or signal processing.
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Providers become interesting when they can leverage a platform-native high performance librarylike Intel MKL instead of the default purely managed provider. Math.NET Numericsprovides such a provider as NuGet packages:
- MathNet.Numerics.MKL.Win
- MathNet.Numerics.MKL.Linux
Since these native libraries can become very big, there are also variants supportingonly a single platform, for example:
- MathNet.Numerics.MKL.Win-x86
- MathNet.Numerics.MKL.Win-x64
In order to leverage the MKL linear algebra provider, we need to make sure the .NETruntime can find the native libraries (see below) and then enable it by calling:
Alternatively you can also enable it by setting the environment variable MathNetNumericsLAProvider=MKL.
You can also explicitly disable the MKL provider by forcing it to use the managed provider by calling:
You can tell what provider is effectively loaded by calling Control.LinearAlgebraProvider.ToString(),which will return something along the lines of Intel MKL (x86; revision 7).
Native Binaries
In .Net, the fusion engine is responsible for finding referencedassemblies in the file system and loading them into the executing process.However, native binaries like our MKL provider are platform specific,so we need to load them with services of the platform instead of the .Net runtime.We use P/Invoke to talk to the binaries, but for this to work they musthave already been loaded or the platform service needs to be able to find andload them on its own.
In order to make providers easier to use, since v3.6.0 Math.NET Numericsfirst tries to load native providers from a set of known directories beforefalling back to the platform's default behavior. In each of these directoriesit first looks for a processor-architecture specific folder within the directory,before looking at the directory itself:
- If
Control.NativeProviderPathis set:{NativeProviderPath}/{Platform}/ - If
Control.NativeProviderPathis set:{NativeProviderPath}/ {AppDomain.BaseDirectory}/{Platform}/{AppDomain.BaseDirectory}/{ExecutingAssemblyPath}/{Platform}/{ExecutingAssemblyPath}/- Fall back to the platform's default behavior (see below)
Where {Platform} can be one of the following: x86, x64, ia64, arm or arm64.
This means that you can, for example, place the 32 bit MKL provider binaries into C:MKLx86and the 64 bit ones into C:MKLx64, and then set Control.NativeProviderPath = @'C:MKL';.Numerics will automatically choose the right one depending on whether your process isrunning in 32 or 64 bit mode, and there is no more need to copy the large binaries to theoutput folder of every script or project.
Default Behavior on Windows
On Windows it is usually enough to make sure the native libraries are in thesame folder as the executable. Reference the appropriate NuGet package and set'Copy to Output Directory' for both MathNet.Numerics.MKL.dll and libiomp5md.dllto 'Copy always', or place the two native DLLs manually into the same directoryas your application's executable. There is no need to set the native providerpath explicitly.
For more details how the platform default behavior works and what influences it,see Dynamic-Link Library Search Order.
Default Behavior on Linux
Native assembly resolving is very different on Linux than on Windows, simply putting the nativelibraries into the same folder as the executable is not enough. The safe way is to edit /etc/ld.so.confand use ldconfig to tell where to look for the libraries. Alternatively you could add the pathto LD_LIBRARY_PATH or even just copy them to /usr/lib.
For details see Mono's Interop with Native Libraries.
Default Behavior on Mac OS X
You can configure the search path on one of the environment variables like DYLD_LIBRARY_PATHor just copy them e.g. to /usr/lib.
For details see Mono's Interop with Native Libraries.
To build the MKL native provider for OSX:
- Make sure you've a valid Intel MKL licence installed on your mac (look at opt/intel).If not, you can get a free trial on intel's web site.
- Open the terminal
- cd to the folder mathnet-numerics/src/NativeProviders/OSX
- Run the .sh script by typing sh mkl_build.sh
- .. wait for the build
Check the /x86 and /x64 folders in mathnet-numerics/out/MKL: you should now find the libiomp5.dylib and MathNet.Numerics.MKL.dll libaries.You need to add the path to the generated libraries in your DYLD_LIBRARY_PATH environment variable (which you can move to the folder of you choice before).To do that, open your /Users/Lionel/.bas_profile.sh file with a text editor and add the following statements.
Of course replace Lionel by your account login.
Have a look a the example down this page to compare MKL-provider vs. managed-provider performances.
F# Interactive
In F# Interactive, the easiest way to use native providers is to copy them to a shareddirectory somewhere and use them directly from there:
If you are using the F# Power Tools in VisualStudio, you can also let it generate 'Referencescripts for F# Interactive' right from the context menu. This will generate a script calledload-references.fsx in a Scripts folder, which you can extend as follows to load theMKL provider automatically.
This script assumes that the MKL binaries have been copied to the project directory,which is also where the NuGet packages place them by default. If you place them somewhereelse, adapt the path accordingly.
See also Loading Native DLLs in F# Interactivefor more alternatives.
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LINQPad and assembly shadowing
The automatic strategy may still work if assembly shadowing is involved,but it often simpler and more reliable to provide the folder explicitly.This also works well in LINQPad, with and without assembly shadowing:
Example: Intel MKL on Linux with Mono
We also provide MKL NuGet package for Linux if you do not want to build them yourself. Assuming you haveMono and NuGet installed (here v3.2.8), you can fetch the MKL package of the right architecture(x64 or x86, uname -m if you don't know) as usual:
Mkl Library
Native assembly resolving is very different on Linux than on Windows, simply putting the nativelibraries into the same folder as the executable is not enough. The safe way is to edit /etc/ld.so.confand use ldconfig to tell where to look for the libraries, but for now we'll just copy them to /usr/lib:
Then we're all set and can just call Control.UseNativeMKL() if we want to use the native provider.Let's create the following C# file Example.cs:
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Compile and run:
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Licensing Restrictions
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Be aware that unlike the core of Math.NET Numerics including the native wrapper, which are bothopen source under the terms of the MIT/X11 license, the Intel MKL binaries themselves are closedsource and non-free.
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The Math.NET Numerics project does own an Intel MKL license (for Windows, no longer for Linux) andthus does have the right to distribute it along Math.NET Numerics. You can therefore use the Math.NETNumerics MKL native provider for free for your own use. However, it does not give you any right toredistribute it again yourself to customers of your own product. If you need to redistribute,buy a license from Intel. If unsure, contact the Intel sales team to clarify.