Compiling numpy with OpenBLAS integration

I just compiled numpy inside a virtualenv with OpenBLAS integration, and it seems to be working OK.

This was my process:

1. Compile OpenBLAS:

   $ git clone https://github.com/xianyi/OpenBLAS
   $ cd OpenBLAS && make FC=gfortran
   $ sudo make PREFIX=/opt/OpenBLAS install
   

   If you don’t have admin rights you could set PREFIX= to a directory where you have write privileges (just modify the corresponding steps below accordingly).

2. Make sure that the directory containing libopenblas.so is in your shared library search path.

   • To do this locally, you could edit your ~/.bashrc file to contain the line

     export LD_LIBRARY_PATH=/opt/OpenBLAS/lib:$LD_LIBRARY_PATH
     

     The LD_LIBRARY_PATH environment variable will be updated when you start a new terminal session (use $ source ~/.bashrc to force an update within the same session).

   • Another option that will work for multiple users is to create a .conf file in /etc/ld.so.conf.d/ containing the line /opt/OpenBLAS/lib, e.g.:

     $ sudo sh -c "echo '/opt/OpenBLAS/lib' > /etc/ld.so.conf.d/openblas.conf"
     

   Once you are done with either option, run

   $ sudo ldconfig
   

3. Grab the numpy source code:

   $ git clone https://github.com/numpy/numpy
   $ cd numpy
   

4. Copy site.cfg.example to site.cfg and edit the copy:

   $ cp site.cfg.example site.cfg
   $ nano site.cfg
   

   Uncomment these lines:

   ....
   [openblas]
   libraries = openblas
   library_dirs = /opt/OpenBLAS/lib
   include_dirs = /opt/OpenBLAS/include
   ....
   

5. Check configuration, build, install (optionally inside a virtualenv)

   $ python setup.py config
   

   The output should look something like this:

   ...
   openblas_info:
     FOUND:
       libraries = ['openblas', 'openblas']
       library_dirs = ['/opt/OpenBLAS/lib']
       language = c
       define_macros = [('HAVE_CBLAS', None)]
   
     FOUND:
       libraries = ['openblas', 'openblas']
       library_dirs = ['/opt/OpenBLAS/lib']
       language = c
       define_macros = [('HAVE_CBLAS', None)]
   ...
   

   Installing with pip is preferable to using python setup.py install, since pip will keep track of the package metadata and allow you to easily uninstall or upgrade numpy in the future.

   $ pip install .
   

6. Optional: you can use this script to test performance for different thread counts.

   $ OMP_NUM_THREADS=1 python build/test_numpy.py
   
   version: 1.10.0.dev0+8e026a2
   maxint:  9223372036854775807
   
   BLAS info:
    * libraries ['openblas', 'openblas']
    * library_dirs ['/opt/OpenBLAS/lib']
    * define_macros [('HAVE_CBLAS', None)]
    * language c
   
   dot: 0.099796795845 sec
   
   $ OMP_NUM_THREADS=8 python build/test_numpy.py
   
   version: 1.10.0.dev0+8e026a2
   maxint:  9223372036854775807
   
   BLAS info:
    * libraries ['openblas', 'openblas']
    * library_dirs ['/opt/OpenBLAS/lib']
    * define_macros [('HAVE_CBLAS', None)]
    * language c
   
   dot: 0.0439578056335 sec
   

There seems to be a noticeable improvement in performance for higher thread counts. However, I haven’t tested this very systematically, and it’s likely that for smaller matrices the additional overhead would outweigh the performance benefit from a higher thread count.