Anaconda-Windows-AMD

optimized numpy, numexpr, scipy, scikit-learn for AMD CPU with patched Intel MKL+compiler

because Anacodna didn't provide "nomkl" package for Windows,

use conda uninstall scikit-learn scipy numexpr numpy numpy-base --force -y to uninstall "cripple AMD" version and pip install patched package.

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Benchmark

https://github.com/IntelPython/ibench

git clone --no-checkout https://github.com/IntelPython/ibench.git
cd ibench
git checkout d2a81d04352427437e6e383654cfbd36e99c5ae9

AMD Ryzen Threadripper 1950X / DDR4-3000 16GB x8

Anaconda3 5.3.0 stock

python -m ibench run -b all --size small --runs 3 --file stock.out
Cholesky:
Cholesky:   N = 10000
Cholesky:   elapsed 2.484062 gflops 134.188816
Cholesky:   elapsed 2.406784 gflops 138.497386
Cholesky:   elapsed 2.400488 gflops 138.860632
Cholesky:   gflops 138.497386
Det:
Det:   N = 15000
Det:   elapsed 14.756857 gflops 152.471493
Det:   elapsed 14.800440 gflops 152.022509
Det:   elapsed 14.863747 gflops 151.375016
Det:   gflops 152.022509
Dot:
Dot:   N = 5000
Dot:   elapsed 1.616570 gflops 154.648468
Dot:   elapsed 1.627373 gflops 153.621776
Dot:   elapsed 1.656741 gflops 150.898671
Dot:   gflops 153.621776
Fft:
Fft:   N = 520000
Fft:   elapsed 16.759679 gflops 2.945712
Fft:   elapsed 16.716451 gflops 2.953330
Fft:   elapsed 16.432786 gflops 3.004311
Fft:   gflops 2.953330
Inv:
Inv:   N = 10000
Inv:   elapsed 22.401015 gflops 89.281669
Inv:   elapsed 28.812820 gflops 69.413546
Inv:   elapsed 27.233067 gflops 73.440131
Inv:   gflops 73.440131
Lu:
Lu:   N = 20000
Lu:   elapsed 42.628870 gflops 125.110831
Lu:   elapsed 42.829375 gflops 124.525128
Lu:   elapsed 42.421509 gflops 125.722385
Lu:   gflops 125.110831
Qr:
Qr:   N = 5000
Qr:   elapsed 2.291327 gflops 72.738046
Qr:   elapsed 2.293999 gflops 72.653316
Qr:   elapsed 2.257312 gflops 73.834135
Qr:   gflops 72.738046
Svd:
Svd:   N = 5000
Svd:   elapsed 23.269604 gflops 7.162420
Svd:   elapsed 23.293875 gflops 7.154957
Svd:   elapsed 23.867465 gflops 6.983007
Svd:   gflops 7.154957

Anaconda3 5.3.0 patched

SET KMP_AFFINITY=granularity=core,compact,1,0
SET KMP_CPUINFO_FILE=cpuinfo.txt
SET MKL_NUM_THREADS=16
SET OMP_NUM_THREADS=16

python -m ibench run -b all --size small --runs 3 --file patched.out
Cholesky:
Cholesky:   N = 10000
Cholesky:   elapsed 1.077014 gflops 309.497756
Cholesky:   elapsed 1.060764 gflops 314.238968
Cholesky:   elapsed 1.038576 gflops 320.952313
Cholesky:   gflops 314.238968
Det:
Det:   N = 15000
Det:   elapsed 5.932113 gflops 379.291513
Det:   elapsed 5.878459 gflops 382.753388
Det:   elapsed 5.869332 gflops 383.348560
Det:   gflops 382.753388
Dot:
Dot:   N = 5000
Dot:   elapsed 0.681815 gflops 366.668170
Dot:   elapsed 0.651215 gflops 383.897605
Dot:   elapsed 0.677767 gflops 368.858433
Dot:   gflops 368.858433
Fft:
Fft:   N = 520000
Fft:   elapsed 17.159977 gflops 2.876997
Fft:   elapsed 17.064160 gflops 2.893151
Fft:   elapsed 17.137996 gflops 2.880687
Fft:   gflops 2.880687
Inv:
Inv:   N = 10000
Inv:   elapsed 7.979070 gflops 250.655780
Inv:   elapsed 7.922433 gflops 252.447712
Inv:   elapsed 7.961345 gflops 251.213835
Inv:   gflops 251.213835
Lu:
Lu:   N = 20000
Lu:   elapsed 19.155079 gflops 278.429206
Lu:   elapsed 19.042639 gflops 280.073226
Lu:   elapsed 19.200626 gflops 277.768716
Lu:   gflops 278.429206
Qr:
Qr:   N = 5000
Qr:   elapsed 1.905688 gflops 87.457465
Qr:   elapsed 1.884816 gflops 88.425965
Qr:   elapsed 1.818387 gflops 91.656322
Qr:   gflops 88.425965
Svd:
Svd:   N = 5000
Svd:   elapsed 17.913329 gflops 9.304059
Svd:   elapsed 18.530348 gflops 8.994254
Svd:   elapsed 18.548804 gflops 8.985305
Svd:   gflops 8.994254

i7 8700

Anaconda3 5.3.0 stock

python -m ibench run -b all --size small --runs 3 --file stock.out
Cholesky:
Cholesky:   N = 10000
Cholesky:   elapsed 1.218446 gflops 273.572562
Cholesky:   elapsed 1.256650 gflops 265.255564
Cholesky:   elapsed 1.261148 gflops 264.309454
Cholesky:   gflops 265.255564
Det:
Det:   N = 15000
Det:   elapsed 9.779099 gflops 230.082547
Det:   elapsed 9.709930 gflops 231.721537
Det:   elapsed 10.945049 gflops 205.572400
Det:   gflops 230.082547
Dot:
Dot:   N = 5000
Dot:   elapsed 1.124725 gflops 222.276583
Dot:   elapsed 1.249702 gflops 200.047695
Dot:   elapsed 1.234089 gflops 202.578521
Dot:   gflops 202.578521
Fft:
Fft:   N = 520000
Fft:   elapsed 11.457346 gflops 4.308956
Fft:   elapsed 11.562778 gflops 4.269666
Fft:   elapsed 11.481678 gflops 4.299824
Fft:   gflops 4.299824
Inv:
Inv:   N = 10000
Inv:   elapsed 9.040725 gflops 221.221185
Inv:   elapsed 10.287056 gflops 194.419084
Inv:   elapsed 10.661030 gflops 187.599142
Inv:   gflops 194.419084
Lu:
Lu:   N = 20000
Lu:   elapsed 30.562632 gflops 174.505041
Lu:   elapsed 31.136132 gflops 171.290811
Lu:   elapsed 30.551234 gflops 174.570146
Lu:   gflops 174.505041
Qr:
Qr:   N = 5000
Qr:   elapsed 1.468397 gflops 113.502483
Qr:   elapsed 1.446315 gflops 115.235382
Qr:   elapsed 1.593857 gflops 104.568155
Qr:   gflops 113.502483
Svd:
Svd:   N = 5000
Svd:   elapsed 28.396710 gflops 5.869225
Svd:   elapsed 28.365670 gflops 5.875647
Svd:   elapsed 28.302233 gflops 5.888817
Svd:   gflops 5.875647