// doc/matrixwrap.dox


// Copyright 2009-2011 Microsoft Corporation  Arnab Ghoshal

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namespace kaldi {

/** \page matrixwrap External matrix libraries

  Here we describe how our \ref matrix "matrix library" makes use of
  external libraries.

  \section matrixwrap_summary Overview

  The matrix code in Kaldi is mostly a wrapper on top of the linear-algebra
  libraries BLAS and LAPACK.  The code has been designed to be as flexible as
  possible in terms of what libraries it can use.  Currently it supports four
  options:
    -  Intel MKL, which provides both BLAS and LAPACK (the default)
    -  OpenBLAS, which provides BLAS and LAPACK
    -  ATLAS, which is an implementation of BLAS plus a subset of LAPACK (with a different interface)
    -  Some implementation of BLAS plus CLAPACK (note: this has not been tested recently).

  The code has to "know" which of these four options is being used, because
  although in principle BLAS and LAPACK are standardized, there are some
  differences in the interfaces.  The Kaldi code requires exactly one of the
  three macros \c HAVE_ATLAS, \c HAVE_CLAPACK, \c HAVE_OPENBLAS or \c HAVE_MKL
  to be defined (normally using \c -DHAVE_ATLAS as an option to the compiler).
  It must then be linked with the appropriate libraries.  The code that deals
  most directly with including the external libraries and setting up the
  appropriate typedef's and defines, is in \ref kaldi-blas.h.  However, the rest
  of the matrix code is not completely insulated from these issues because the
  ATLAS and CLAPACK versions of higher-level routines are called differently (so
  we have a lot of "#ifdef HAVE_ATLAS" directives and the like).  Additionally,
  some routines are not even available in ATLAS so we have had to implement them
  ourselves.

  The "configure" script in the "src" directory is responsible for setting up
  Kaldi to use the libraries.  It does this by creating the file "kaldi.mk" in
  the "src" directory, which gives appropriate flags to the compiler. If called
  with no arguments it will use any Intel MKL installation it can find in
  "normal" places in your system, but it is configurable. Run the script with
  the \c \--help option for the complete option list.

 \section matrixwrap_matalgebra Understanding BLAS and LAPACK

  Because we refer a lot to BLAS (and more often CBLAS) and LAPACK (or, rarely,
  CLAPACK) in this section, we briefly explain what it is.

 \subsection matrixwrap_blas Basic Linear Algebra Subroutines (BLAS)

  BLAS is a set of subroutine declarations that correspond to low-level
  matrix-vector operations.  There is BLAS Level 1 (vector-vector), Level 2
  (vector-matrix) and Level 3 (matrix-matrix). They have names like \c daxpy
  (for \"<b>d</b>ouble-precision \b a \b x <b>p</b>lus \b y\"), and \c dgemm
  (for "double-precision general matrix-matrix multiply"). BLAS has various
  actual implementations. The <a href="http://www.netlib.org/blas/">reference
  implementation of BLAS</a> originated back in 1979, and has been maintained
  since by Netlib. The reference implementation lacks any optimization
  whatsoever, and exists solely as a touchstone to validate the correctness of
  other implementations. MKL, ATLAS and OpenBLAS provide optimized
  implementations of BLAS.

  CBLAS is just the C language interface to BLAS.

 \subsection matrixwrap_lapack Linear Algebra PACKage (LAPACK)

  LAPACK is a set of linear-algebra routines, originally written in Fortran.  It
  includes higher-level routines than BLAS, such as matrix inversion, SVD, etc.
  The <a href="https://github.com/Reference-LAPACK">reference implementation of
  LAPACK</a> was implemented and has been maintained by Netlib.  LAPACK
  internally uses BLAS. It is possible to mix-and-match LAPACK and BLAS
  implementations (e.g. Netlib's LAPACK with ATLAS's BLAS).

  CLAPACK is a version of LAPACK that has been converted from Fortan to C
  automatically using the f2c utility. Because of this, the f2c library is
  required during linking with the "original" CLAPACK (usually \c -lg2c or
  \c -lf2c).

  MKL provides complete C-callable interfaces for its own BLAS and LAPACK
  implementations; no additional libraries are required.

 \section matrixwrap_mkl Intel Math Kernel Library (MKL)

  Intel MKL provides C-language interface to a high-performance implementation
  of the BLAS and LAPACK routines, and is currently the preferred CBLAS/CLAPACK
  provider for Kaldi. To use MKL with Kaldi use the \c -DHAVE_MKL compiler flag.

  Previously MKL used to be a paid product. Starting 2017, Intel made MKL freely
  available and allows royalty-freely runtime redistribution even for commercial
  application (although, just like, for example, CUDA, it is still a
  closed-source commercial product).

  MKL provides a very highly optimized implementation of linear algebra
  routines, and especially on Intel CPUs. In fact, the library contains multiple
  code paths, which are selected at runtime depending on individual features of
  the CPU it is being loaded on. Thus with MKL you will automatically benefit
  from all features and instruction sets (such as AVX2 and AVX512) if they are
  available on your CPU, without any additional configuration. These
  instructions accelerate linear algebra operations on CPU significantly.  It is
  usually a good idea to use a recent MKL version if your CPU is of a newer
  architecture.

  To simplify MKL setup on Linux, we provide a script
  \c tools/extras/install_mkl.sh. We install only 64-bit binaries for MKL, but
  once the \c install_mkl.sh script completes successfully once, the Intel
  repositories are registered on your system, and you can both obtain new
  versions and 32-bit libraries using your system's package manager.

  For Mac and Windows, <a href="https://software.intel.com/mkl/choose-download">
  download the installer from Intel's Web site</a> (registration may be
  required).  Refer to the same page in case the above Linux script does not
  support your Linux distribution. The Intel installers (Mac, Windows) let you
  select the 32-bit and 64-bit packages separately. To run Kaldi training
  recipes only the 64-bit version is required.

  We have tested Kaldi extensively with 64-bit libraries under Linux and
  Windows.

  The <a href="http://software.intel.com/articles/intel-mkl-link-line-advisor/">
  MKL Link Line Advisor</a> is an interactive Web tool that allows configuring
  the compiler flags for various systems and compilers, in case our "configure"
  script does not cover it.
  \n \b NOTE: Do not use the the multithreaded mode for
  Kaldi training (select "sequential" as the threading option). Our script and
  binary setups are designed to run multiple processes on a single machine,
  presumably maxing out its CPU, and an attempt to multi-thread linear algebra
  computations will only adversely impact the performance.

  \section matrixwrap_atlas Automatically Tuned Linear Algebra Software (ATLAS)

  ATLAS is a well known implementation of BLAS plus a subset of LAPACK.  The
  general idea of ATLAS is to tune to the particular processor setup, so the
  compilation process is quite complex and can take a while.  For this reason,
  it can be quite tricky to compile ATLAS.  On UNIX-based systems, you can't even do it unless you
  are root or are friendly with your system administrator, because to compile
  it you need to turn off CPU throttling; and on Windows, ATLAS does not compile
  "natively", only in Cygwin.  Sometimes it can be a better bet to find libraries that
  have been compiled by someone else for your particular platform, but we can't offer
  much advice on how to do this.  ATLAS generally performs better
  than the "reference BLAS" available from Netlib.   ATLAS only includes
  a few LAPACK routines.  These include matrix inversion and Cholesky factorization,
  but not SVD.  For this reason we have implemented a couple more of the LAPACK
  routines (SVD and eigenvalue decomposition); see
  the next section.

  ATLAS conforms to the BLAS interface, but its interface for the subset of
  LAPACK routines that it provides is not the same as Netlib's (it's more C-like
  and less FORTRAN-ish).  For this reason, there are quite a number of \#ifdef's
  in our code to switch between the calling styles, depending whether we are
  linking with ATLAS or CLAPACK.

  \subsection matrixwrap_atlas_install_windows Installing ATLAS (on Windows)

  For instructions on how to install ATLAS on Windows (and note that these
  instructions require Cygwin), see the file windows/INSTALL.atlas
  in our source distribution.  Note that our Windows setup is not being
  actively maintained at the moment and we don't anticipate that it will work
  very cleanly.

  \subsection matrixwrap_atlas_install_linux Installing ATLAS (on Linux)

  If your system does not have ATLAS installed, or there are no pre-built binaries
  available, you will need to install ATLAS from source.  Even if your system has
  pre-built binaries available, they may not be the best binaries possible for your
  architecture so it is probably a better idea to compile from source.
  The easiest way to do this
  is to cd from "src" to "../tools" and to run ./install_atlas.sh.
  If this does not work, the detailed installation
  instructions can be found at: http://math-atlas.sourceforge.net/atlas_install/.

  One useful note is that before installing ATLAS you should turn off CPU
  throttling using "cpufreq-selector -g performance" (cpufreq-selector may be in
  sbin), if it is enabled (see the ATLAS install page).  You can first try running the
  "install_atlas.sh" script before doing this, to see whether it works-- if CPU
  throttling is enabled, the ATLAS installation scripts will die with an error.

  \section matrixwrap_openblas OpenBLAS

  Kaldi now supports linking against the OpenBLAS library, which  is an implementation
  of BLAS and parts of LAPACK.  OpenBLAS also automatically compiles Netlib's implementation of LAPACK,
  so that it can export LAPACK in its entirety.
  OpenBLAS is a fork of the GotoBLAS project (an assembler-heavy implementation of BLAS) which is no longer being
  maintained.  In order to use GotoBLAS you can cd from "src" to "../tools", type
  "make openblas", then cd to "../src" and give the correct option to the "configure" script
  to use OpenBLAS (look at the comments at the top of the configure script to find this option).
  Thanks to Sola Aina for suggesting this and helping us to get this to work.

  \section matrixwrap_jama Java Matrix Package (JAMA)

  JAMA is an implementation of linear-algebra routines for Java, written
  in collaboration between NIST and MathWorks and put into the public domain
  (see math.nist.gov/javanumerics/jama).  We used some of this code to fill
  in a couple of holes in ATLAS-- specifically, if we're compiling with
 -DHAVE_ATLAS, we don't have the CLAPACK routines for SVD and eigenvalue
  decomposition available, so we use code from JAMA that we translated into
  C++.  See the EigenvalueDecomposition class, and the function MatrixBase::JamaSvd.
  The user of the matrix library should never have to interact with this code
  directly.

  \section matrixwrap_linking_errors Linking errors you might encounter

   To make sure the matrix library is compiling correctly, type "make" in the matrix/
  directory and see if it succeeds.  A lot of compilation issues will manifest themselves
  as linking errors.  In this section we give a summary of some of the more common
  linking errors (at least, those that relate specifically to the matrix library).

   Depending on the compilation option (-DHAVE_CLAPACK, -DHAVE_LAPACK or -DHAVE_MKL),
  the code will be expecting to link with different things.  When debugging linking
  errors, bear in mind that the problem could be a mismatch between the compilation
  options and the libraries that you actually linked.

  \subsection matrix_err_f2c f2c or g2c errors

  The f2c library is often required if you link with CLAPACK, because it
  was created with f2c and that tool requires you to link with its own library.
  Not that with recent versions of gcc you have to link with -lg2c not -lf2c.

  The symbols that will be missing if this is the problem, include:

   s_cat, pow_dd, r_sign, pow_ri, pow_di, s_copy, s_cmp, d_sign

  \subsection matrix_err_clapack CLAPACK linking errors

   You will get these errors if you compiled with -DHAVE_CLAPACK but did
   not provide the CLAPACK library.  The symbols you will be missing are:

  sgetrf_, sgetri_, dgesvd_, ssptrf_, ssptri_, dsptrf_, dsptri_, stptri_, dtptri_

  This will usually be called something like liblapack.a or if using a
  dynamic library, you would
  type -llapack.  Be careful-- this has the same name as the ATLAS-supplied
  library "lapack" (see section \ref matrix_err_clapack),
  but it supplies different symbols.   The native CLAPACK version of liblapack
  has symbols like those above (e.g. sgesvd_, sgetrf_), but the ATLAS version
  has symbols like clapack_sgetrf and also ones like ATL_sgetrf.

  \subsection matrix_err_blas BLAS linking errors

   You will get these errors if you failed to link against an implementation
   of BLAS.  These errors can also occur if libraries are linked in the wrong
   order.  CLAPACK requires BLAS, so you have to link BLAS after CLAPACK.

   The symbols you will see if you failed to link with BLAS include:

   cblas_sger, cblas_saxpy, cblas_dapy, cblas_ddot, cblas_sdot, cblas_sgemm, cblas_dgemm

   To fix these, link with a static library like libcblas.a, or do -lcblas (assuming
   such a library is on your LD_LIBRARY_PATH).  This library may come from ATLAS (which
   is preferable), or from Netlib (the "reference BLAS").  To the best of my current
   knowledge they have the same interface.

  \subsection matrix_err_cblaswrap cblaswrap linking errors

  CLAPACK seems to rely on symbols like f2c_sgemm that are some kind of wrapping
  of symbols like cblas_sgemm and so on.  I'm not sure exactly what is being
  wrapped, and why.  Anyway, the effect is that you may need to include a library
  named libcblaswr.a or dynamically using -lcblaswr, if you are using Netlib's
  CLAPACK.  The cblaswrap library should be invoked before the cblas one.  If you
  are missing cblaswrap, you will see errors about symbols like:

  f2c_sgemm, f2c_strsm, f2c_sswap, f2c_scopy, f2c_sspmv, f2c_sdot, f2c_sgemv

  and so on (there are a lot of these symbols).

  \subsection matrix_err_atl_blas Missing the ATLAS implementation of BLAS

  If you linked with an ATLAS implementation of BLAS but only did -lcblas (or compiled
  with libcblas.a), but did not do -latlas (or compile with libatlas.a), you will have
  a problem because ATLAS's BLAS routines like cblas_sger internally call things that are
  in libatlas.  If you have this problem you will have undefined references like:

  ATL_dgemm, ATL_dsyrk, ATL_dsymm, ATL_daxpy, ATL_ddot, ATL_saxpy, ATL_dgemv, ATL_sgemv

  \subsection matrix_err_atl_clapack Missing the ATLAS implementation of (parts of) CLAPACK

  These errors can only occur if you compiled with the -DHAVE_ATLAS option.
  Atlas's name for the CLAPACK routines are different from clapack's own (they
  have clapack_ prepended to indicate the origin, which can be quite confusing).

  If you have undefined references to the following symbols:

   clapack_sgetrf, clapack_sgetri, clapack_dgetrf, clapack_dgetri

  then it means you failed to link with an ATLAS library containing these symbols.
  This may be variously called liblapack.a, libclapack.a or liblapack_atlas.a,
  but you can tell that it is the right one if it defines a symbol called ATL_cgetrf
  (type "nm <library-name> | grep ATL_cgetrf" to see).  You may be able to link
  dynamically with this library using -llapack or some similar option.
  Watch out, because a library called liblapack.a or liblapack.so could
  be CLAPACK or it could be ATLAS's version of CLAPACK, and as noted in section
  \ref matrix_err_f2c, they supply different symbols.  The only way to find
  out is to look inside it using "nm" or "strings".


*/

}