Install Scipy with MKL through PIP

Question

I am using PIP to install Scipy with MKL to accelerate the performance. My OS is Ubuntu 64 bit. Using the solution from this question, I create a file .numpy-site.cfg

[mkl]
library_dirs=/opt/intel/composer_xe_2013_sp1/mkl/lib/intel64/
include_dirs=/opt/intel/mkl/include/
mkl_libs=mkl_intel_lp64,mkl_intel_thread,mkl_core,mkl_rt
lapack_libs=

This file helps me to install Numpy with MKL successfully. However, using the same above file, installing Scipy prompts the error

ImportError: libmkl_rt.so: cannot open shared object file: No such file or directory

I also use

export LD_LIBRARY_PATH=/opt/intel/composer_xe_2013_sp1/mkl/lib/intel64

but the problem is still the same.

Anyone know how to fix this problem? I don't want to install Scipy manually so anyone give me some hints to fix it.

Answer 1

Intel has been publishing wheels of packages like Numpy, Scipy and Scikit-learn to PyPI. These wheels have been built while linking against Intel MKL, and include various optimizations.

If you want Scipy built with Intel MKL:

#Remove existing Numpy and/or Scipy:
pip uninstall numpy scipy -y
#Install scipy built with Intel MKL:
pip install intel-scipy

More information available here

Answer 2

2 years have passed since this question was asked.

There are now numpy/scipy wheels for linux that use a openblas compiled for avx2, so you can get much better performance without building packages. You may need to upgrade pip to get it to install the wheel:

pip install --upgrade pip
pip install numpy scipy

If you want MKL, then you can install Anaconda or Intel Distribution for Python. They use conda instead of pip to manage packages, but they are free and distribute packages that contain all the dependences, including MKL.

Answer 3

I have Win10 64Bit with Python 3.6.2 i have installed scipy through http://www.lfd.uci.edu/~gohlke/pythonlibs/#scipy

I followed following steps :

• Step 1: Uninstall if you have any previous version of numpy, pip uninstall numpy
• Step 2 : Download numpy‑1.13.1+mkl‑cp36‑cp36m‑win_amd64.whl with MKL(Math Kernel Library) from below link, http://www.lfd.uci.edu/~gohlke/pythonlibs/#numpy
• Step 3: copy downloaded file into another location and launch command prompt from that location.
• Step 4: run this command, pip install -U numpy-1.13.1+mkl-cp36-cp36m-win_amd64.whl
• Step 5: Now Download scipy library from, http://www.lfd.uci.edu/~gohlke/pythonlibs/#scipy
• Step 6: Copy downloaded file into same location in which numpy is copied.
• Step 7: In CMD prompt run this cmd, pip install scipy-0.19.1-cp36-cp36m-win_amd64.whl

Done!