oneMKL.MatrixCal

The oneMKL.MatrixCal package provides an efficient and powerful tool for conducting linear algebra computations in the R environment. In the package, matrix operations, such as decomposition, inversion, and multiplication, are performed using the optimized algorithms embedded in the Intel oneAPI Math Kernel Library (oneMKL). Because of this feature, the computational performance can be significantly improved. To make the package function work correctly with Intel oneMKL, users must first install the package, oneMKL, to import Intel oneMKL into R. The oneMKL.MatrixCal package also supports multithreaded computations, enabling users to utilize the benefit of multiple CPU cores, i.e., parallel computing, to handle large-scale matrix computations. The package is not only compatible with Linux, but aslo Windows operating systems, which can benefit a wide range of users.

Installation

1. To build the package from source, Windows users will need to have Rtools installed.

2. You can install this package through our drat repository:

install.packages(c("oneMKL", "oneMKL.MatrixCal"), repos=c("https://cloud.r-project.org/", "https://R-OneMKL.github.io/drat"), type = "source")

Or, to get this package from github:

# install.packages('remotes')
remotes::install_github("R-OneMKL/oneMKL") # users must first install the "oneMKL" package to construct the connection between R and oneMKL
remotes::install_github("R-OneMKL/oneMKL.MatrixCal")

License

The oneMKL package is made available under the GPLv3 license.

The Intel oneMKL Library is licensed under the (Intel Simplified Software License)[https://www.intel.com/en-us/license/intel-simplified-software-license], as described at (oneMKL License FAQ)[https://www.intel.com/content/www/us/en/developer/articles/license/onemkl-license-faq.html].