[Rd] Control multi-threading in standard matrix product

2017-08-21 Thread Ghislain Durif
Dear R Core Team,

I wish to report what can be viewed as a bug or at least a strange 
behavior in R-3.4.1. I ask my question here (as recommended on 
https://www.r-project.org/bugs.html) since I am not member of the R's 
Bugzilla.

When running 'R --vanilla' from the command line, the standard matrix 
product is by default based on BLAS and multi-threaded on all cores 
available on the machine, c.f. following examples:

n=1
p=1000
q=5000
A = matrix(runif(n*p),nrow=n, ncol=p)
B = matrix(runif(p*q),nrow=p, ncol=q)
C = A %*% B # multi-threaded matrix product


However, the default behavior to use all available cores can be an 
issue, especially on shared computing resources or when the matrix 
product is used in parallelized section of codes (for instance with 
'mclapply' from the 'parallel' package). For instance, the default 
matrix product is single-threaded in R-3.3.2 (I ran a test on my 
machine), this new features will deeply affect the behavior of existing 
R packages that use other multi-threading solutions.

Thanks to this stackoverflow question 
(https://stackoverflow.com/questions/45794290/in-r-how-to-control-multi-threading-in-blas-parallel-matrix-product),
 
I now know that it is possible to control the number of BLAS threads 
thanks to the package 'RhpcBLASctl'. However, being able to control the 
number of threads should maybe not require to use an additional package.

In addition, the doc 'matmult' does not mention this point, it points to 
the 'options' doc page and especially the 'matprod' section, in which 
the multi-threading is not discussed.


Here is the results of the 'sessionInfo()' function on my machine for 
R-3.4.1:
R version 3.4.1 (2017-06-30)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.3 LTS

Matrix products: default
BLAS: /usr/lib/openblas-base/libblas.so.3
LAPACK: /usr/lib/libopenblasp-r0.2.18.so

locale:
  [1] LC_CTYPE=fr_FR.utf8   LC_NUMERIC=C
  [3] LC_TIME=fr_FR.utf8LC_COLLATE=fr_FR.utf8
  [5] LC_MONETARY=fr_FR.utf8LC_MESSAGES=fr_FR.utf8
  [7] LC_PAPER=fr_FR.utf8   LC_NAME=C
  [9] LC_ADDRESS=C  LC_TELEPHONE=C
[11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevices utils datasets  methods base

loaded via a namespace (and not attached):
[1] compiler_3.4.1



and for R-3.3.2:
R version 3.3.2 (2016-10-31)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.3 LTS

locale:
  [1] LC_CTYPE=fr_FR.utf8   LC_NUMERIC=C
  [3] LC_TIME=fr_FR.utf8LC_COLLATE=fr_FR.utf8
  [5] LC_MONETARY=fr_FR.utf8LC_MESSAGES=fr_FR.utf8
  [7] LC_PAPER=fr_FR.utf8   LC_NAME=C
  [9] LC_ADDRESS=C  LC_TELEPHONE=C
[11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevices utils datasets  methods base


Thanks in advance,
Best regards
||

-- 
Ghislain Durif
--
Research engineer THOTH TEAM
INRIA Grenoble Alpes (France)


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Re: [Rd] Control multi-threading in standard matrix product

2017-08-21 Thread Ghislain Durif

Hi Tomas,

Thanks for your answer.

Indeed, I checked and my R-3.4.1 installed from the ubuntu repository 
use 'libopenblasp-r0.2.18.so' while my R-3.3.2 that I did compiled on my 
machine use 'libRblas.so' which explain the difference of behavior.


I will use RhpcBLASctl to avoid issue when combining matrix product and 
other multi-threading package.


Maybe this point regarding multi-threading with BLAS could be added in 
the R doc.


Thanks again,
Best,

Ghislain

Ghislain Durif
--
Research engineer THOTH TEAM
INRIA Grenoble Alpes (France)

Le 21/08/2017 à 15:53, Tomas Kalibera a écrit :

Hi Ghislain,

I think you might be comparing two versions of R with different BLAS 
implementations, one that is single threaded (is your 3.3.2 used with 
reference blas?) and one that is multi threaded (3.4.1 with openblas). 
Could you check with "perf"? E.g. run your benchmark with "perf 
record" in both cases and you should see the names of the hot BLAS 
functions and this should reveal the BLAS implementation (look for 
dgemm).


In Ubuntu, if you install R from the package system, whenever you run 
it it will use the BLAS currently installed via the package system. 
However if you build R from source on Ubuntu, by default, it will use 
the reference BLAS which is distributed with R. Section "Linear 
algebra" of "R Installation and Administration" has details on how to 
build R with different BLAS/LAPACK implementations.


Sadly there is no standard way to specify the number of BLAS worker 
threads. RhpcBLASctl has specific code for several existing 
implementations, but R itself does not attempt to control BLAS multi 
threading in any way. It is expected the user/system administrator 
will configure their BLAS implementation of choice to use the number 
of threads they need. A similar problem exists in other internally 
multi-threaded third-party libraries, used by packages - R cannot 
control how many threads they run.


Best
Tomas

On 08/21/2017 02:55 PM, Ghislain Durif wrote:

Dear R Core Team,

I wish to report what can be viewed as a bug or at least a strange
behavior in R-3.4.1. I ask my question here (as recommended on
https://www.r-project.org/bugs.html) since I am not member of the R's
Bugzilla.

When running 'R --vanilla' from the command line, the standard matrix
product is by default based on BLAS and multi-threaded on all cores
available on the machine, c.f. following examples:

n=1
p=1000
q=5000
A = matrix(runif(n*p),nrow=n, ncol=p)
B = matrix(runif(p*q),nrow=p, ncol=q)
C = A %*% B # multi-threaded matrix product


However, the default behavior to use all available cores can be an
issue, especially on shared computing resources or when the matrix
product is used in parallelized section of codes (for instance with
'mclapply' from the 'parallel' package). For instance, the default
matrix product is single-threaded in R-3.3.2 (I ran a test on my
machine), this new features will deeply affect the behavior of existing
R packages that use other multi-threading solutions.

Thanks to this stackoverflow question
(https://stackoverflow.com/questions/45794290/in-r-how-to-control-multi-threading-in-blas-parallel-matrix-product), 


I now know that it is possible to control the number of BLAS threads
thanks to the package 'RhpcBLASctl'. However, being able to control the
number of threads should maybe not require to use an additional package.

In addition, the doc 'matmult' does not mention this point, it points to
the 'options' doc page and especially the 'matprod' section, in which
the multi-threading is not discussed.


Here is the results of the 'sessionInfo()' function on my machine for
R-3.4.1:
R version 3.4.1 (2017-06-30)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.3 LTS

Matrix products: default
BLAS: /usr/lib/openblas-base/libblas.so.3
LAPACK: /usr/lib/libopenblasp-r0.2.18.so

locale:
   [1] LC_CTYPE=fr_FR.utf8   LC_NUMERIC=C
   [3] LC_TIME=fr_FR.utf8LC_COLLATE=fr_FR.utf8
   [5] LC_MONETARY=fr_FR.utf8LC_MESSAGES=fr_FR.utf8
   [7] LC_PAPER=fr_FR.utf8   LC_NAME=C
   [9] LC_ADDRESS=C  LC_TELEPHONE=C
[11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevices utils datasets  methods base

loaded via a namespace (and not attached):
[1] compiler_3.4.1



and for R-3.3.2:
R version 3.3.2 (2016-10-31)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.3 LTS

locale:
   [1] LC_CTYPE=fr_FR.utf8   LC_NUMERIC=C
   [3] LC_TIME=fr_FR.utf8LC_COLLATE=fr_FR.utf8
   [5] LC_MONETARY=fr_FR.utf8LC_MESSAGES=fr_FR.utf8
   [7] LC_PAPER=fr_FR.utf8   LC_NAME=C
   [9] LC_ADDRESS=C  LC_TELEPHONE=C
[11] LC_MEASUREMENT=fr_FR.utf8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevice

Re: [Rd] Control multi-threading in standard matrix product

2017-08-21 Thread Ghislain Durif

Hi Ista,

Maybe a little comment in the 'matmult {base}' doc page or on the 
'options {base}' in the field 'matprod' would be useful to remind users 
to be cautious regarding BLAS multi-threading?


I understand why this is a BLAS related issue and not directly an R 
related issue. Nonetheless, my concern was for non-advanced R users, 
that may don't even know what BLAS is. For instance, I have a package on 
the CRAN that use 'mclapply' from the 'parallel' package and the 
multi-threading from BLAS (when using OpenBLAS) totally messes up with 
my multi-threading (regarding computing performance). Hence, I think 
that some of the users of my package, if not aware of that, may 
encounter severe issues, especially because this package is mainly used 
to analyse bioinformatics data, which requires important computing 
resources.


Anyway, it works well on my machine now, and I will modify my package to 
ensure that users won't encounter this case of "multi" multi-threading.


Thanks again,
Best,

Ghislain

Ghislain Durif
--
Research engineer THOTH TEAM
INRIA Grenoble Alpes (France)

Le 21/08/2017 à 17:28, Ista Zahn a écrit :

Hi Ghislain,

The documentation at
https://cran.r-project.org/doc/manuals/r-release/R-admin.html#BLAS
provides a fair bit of information. What specifically would you like
to see added?

Best,
Ista

On Mon, Aug 21, 2017 at 10:13 AM, Ghislain Durif
 wrote:

Hi Tomas,

Thanks for your answer.

Indeed, I checked and my R-3.4.1 installed from the ubuntu repository use
'libopenblasp-r0.2.18.so' while my R-3.3.2 that I did compiled on my machine
use 'libRblas.so' which explain the difference of behavior.

I will use RhpcBLASctl to avoid issue when combining matrix product and
other multi-threading package.

Maybe this point regarding multi-threading with BLAS could be added in the R
doc.

Thanks again,
Best,

Ghislain

Ghislain Durif
--
Research engineer THOTH TEAM
INRIA Grenoble Alpes (France)

Le 21/08/2017 à 15:53, Tomas Kalibera a écrit :

Hi Ghislain,

I think you might be comparing two versions of R with different BLAS
implementations, one that is single threaded (is your 3.3.2 used with
reference blas?) and one that is multi threaded (3.4.1 with openblas). Could
you check with "perf"? E.g. run your benchmark with "perf record" in both
cases and you should see the names of the hot BLAS functions and this should
reveal the BLAS implementation (look for dgemm).

In Ubuntu, if you install R from the package system, whenever you run it
it will use the BLAS currently installed via the package system. However if
you build R from source on Ubuntu, by default, it will use the reference
BLAS which is distributed with R. Section "Linear algebra" of "R
Installation and Administration" has details on how to build R with
different BLAS/LAPACK implementations.

Sadly there is no standard way to specify the number of BLAS worker
threads. RhpcBLASctl has specific code for several existing implementations,
but R itself does not attempt to control BLAS multi threading in any way. It
is expected the user/system administrator will configure their BLAS
implementation of choice to use the number of threads they need. A similar
problem exists in other internally multi-threaded third-party libraries,
used by packages - R cannot control how many threads they run.

Best
Tomas

On 08/21/2017 02:55 PM, Ghislain Durif wrote:

Dear R Core Team,

I wish to report what can be viewed as a bug or at least a strange
behavior in R-3.4.1. I ask my question here (as recommended on
https://www.r-project.org/bugs.html) since I am not member of the R's
Bugzilla.

When running 'R --vanilla' from the command line, the standard matrix
product is by default based on BLAS and multi-threaded on all cores
available on the machine, c.f. following examples:

n=1
p=1000
q=5000
A = matrix(runif(n*p),nrow=n, ncol=p)
B = matrix(runif(p*q),nrow=p, ncol=q)
C = A %*% B # multi-threaded matrix product


However, the default behavior to use all available cores can be an
issue, especially on shared computing resources or when the matrix
product is used in parallelized section of codes (for instance with
'mclapply' from the 'parallel' package). For instance, the default
matrix product is single-threaded in R-3.3.2 (I ran a test on my
machine), this new features will deeply affect the behavior of existing
R packages that use other multi-threading solutions.

Thanks to this stackoverflow question

(https://stackoverflow.com/questions/45794290/in-r-how-to-control-multi-threading-in-blas-parallel-matrix-product),
I now know that it is possible to control the number of BLAS threads
thanks to the package 'RhpcBLASctl'. However, being able to control the
number of threads should maybe not require to use an additional package.

In a