Sunday, March 28, 2010

Compiling Lapack for .Net usage

The aim: we need lapack.dll and blas.dll

A stable and efficient implementation of the common linear algebra routines is essential to engineering. Lapack is the one. Lapack are blas are kind of standard, there are different vendors implementing them, e.g. Intel and AMD both have tuned versions targeted for their hardware.

There are two major implementations available on Windows-Intel platform: Netlib and Intel Math Kernel Library (MKL). Although MKL is very good (Matlab uses it for its basic linear algebra computation), it costs money.Today I’d like to write a post on how to build Netlib’s implementation for .Net usage.

There are two tutorials online for the same purpose:

The first one is quite good. we may encounter some minor problems if we directly follow that guide. I’d like to give a new summary here:

1. Download Lapack+Blas(a single package) from Netlib. Use lapack-3.1.1.tgz.

2. Install MinGw, we only need to install the basic tools + g77 compiler. Because this free compiler only supports Fortran 77 and the latest Lapack is using Fortran 90 now, so in the first step, we use an old version (2007) of Lapack.

Set the PATH for MinGw. And make sure to successfully compile a hello world Fortran program.

3. Copy dlamch.f and slamch.f from INSTALL directory SRC directory

4. Compile BLAS:

g77 --shared -o blas.dll BLAS\SRC\*.f -O3

5. Compile Lapack:

cd SRC
g77 -c *.f -O3
cd ..
g77 -shared -o lapack.dll SRC/*.o blas.dll -O3

If you see some “collect2.exe” error, then change TMP environment variable(originally %USERPROFILE%\AppData\Local\Temp) to a short one, e.g. “c:\temp”

We should have lapack.dll and blas.dll in the Lapack folder now.

Once we have the two native DLLs, we can use P/Invoke in .Net to call linear algebra operations in Lapack. If you use F#, then we don’t even need to know P/Invoke because the F# team already did that for us.

A Note: P/Invoke in Mono platform is also quite convenient, compile lapack and blas into .so files.

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