c++ - 同时使用 MKL 和 Eigen LAPACK 时出错

Question

我尝试使用 MKL 从 Eigen 库运行 SVD，但出现以下错误

In file included from blas_mkl.cpp:6:
In file included from /usr/local/include/eigen3/Eigen/SVD:11:
In file included from /usr/local/include/eigen3/Eigen/QR:45:
/usr/local/include/eigen3/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h:85:1: error: cannot initialize a variable of type 'long long *' with an rvalue of type
      'Eigen::PlainObjectBase<Eigen::Matrix<int, -1, 1, 0, -1, 1> >::Scalar *' (aka 'int *')
EIGEN_LAPACKE_QR_COLPIV(double,   double,        d, ColMajor, LAPACK_COL_MAJOR)
...
/usr/local/include/eigen3/Eigen/src/QR/ColPivHouseholderQR_LAPACKE.h:74:15: note: expanded from macro 'EIGEN_LAPACKE_QR_COLPIV'
  lapack_int *perm = m_colsPermutation.indices().data(); \
              ^      ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
8 errors generated.

我有最新版本的MKL，我的cpp文件是

//blas_mkl.cpp

#define EIGEN_USE_MKL_VML
#define EIGEN_USE_LAPACKE

#include <iostream>
#include <eigen3/Eigen/Core>
#include <eigen3/Eigen/SVD>

using namespace Eigen;
using namespace std;

int main() {

    MatrixXf data(4, 2);

    data << 76, 8,
            0, 0,
            82, 3,
            80, 0;

    JacobiSVD<MatrixXf> svd(data, ComputeThinU | ComputeThinV);
    cout << svd.matrixU() * svd.singularValues().asDiagonal() * svd.matrixV().transpose() << endl;

    cout << data << endl;

    return 0;
}

我使用以下命令来运行代码

g++ -DMKL_ILP64 -m64 -I${MKLROOT}/include  ${MKLROOT}/lib/libmkl_intel_ilp64.a ${MKLROOT}/lib/libmkl_intel_thread.a ${MKLROOT}/lib/libmkl_core.a -liomp5 -lpthread -lm -ldl -o blas_mkl blas_mkl.cpp

其中 echo ${MKLROOT} 给出

/opt/intel/compilers_and_libraries_2020.2.258/mac/mkl

但是当我只保留#define EIGEN_USE_MKL_VML时，代码实际上工作得很好，但是当我保留LAPACKE时，我得到了段错误11。有人能告诉我这是怎么回事吗？

Answer 1

我在命令行中看到选项-DMKL_ILP64。在 ILP64 下，MKL_INT 和 lapack_int 是 long long 的类型别名，在 LP64 下它们是 int 的别名。因此，错误消息(尽管尚不清楚它与段错误有何关系):您无法将 int* 分配给 long long*。但 Eigen documentation声明仅支持 LP64(重点是我的):

Using Intel MKL through Eigen is easy:

define the EIGEN_USE_MKL_ALL macro before including any Eigen's header, link your program to MKL libraries (see the MKL linking advisor), on a 64bits system, you must use the LP64 interface (not the ILP64 one).

尝试删除 -DMKL_ILP64 标志并链接到 LP64 库版本。