First thing first, some comparison between ATLAS and MKL.
ATLAS
ATLAS The Automatically Tuned Linear Algebra Software (ATLAS) provides a complete implementation of the BLAS API 3 and a subset of LAPACK 3. A big number of instructions-set specific optimizations are used throughout the library to achieve peak-performance on a wide variety of HW-platforms.MKL
ATLAS provides both C and Fortran interfaces.
ATLAS is available for all HW-platforms capable of running UNIX or UNIX-like operating systems as well as Windows (tm).
Intel's Math Kernel Library (MKL) implements a set of linear algebra, fast Fourier transforms and vector math functions. It includes LAPACK 3, BLAS 3 and extended BLAS and provides both C and Fortran interfaces.Download the latest stable package from ATLAS (http://sourceforge.net/projects/math-atlas/files/Stable/). The current stable version is atlas3.8.0.tar.gz. Do note that ATLAS don't like configuration on its original location, hence the need to create ATLAS_BUILD directory.
MKL is available for Windows (tm) and Linux (x86/i686 and above) only.
# cd /root # tar -xzvf atlas3.8.3.tar.gz # mkdir /root/ATLAS_BUILD # cd /root/ATLAS_BUILD # /root/ATLAS/configureYou will need to turn off CPU Throttling. For CentOS and Fedora, you will use
# /usr/bin/cpufreq-selector -g performanceFor more information, you can see my blog entry Switching off CPU Throttling on CentOS or Fedora
Compile ATLAS
make make check make ptcheck make time make installBy default, ATLAS installed to /usr/local/atlas
Finally remember to add /usr/local/atlas/lib to your LD_LIBRARY_PATH
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