Monday, November 18th 2019
MATLAB MKL Codepath Tweak Boosts AMD Ryzen MKL Performance Significantly
MATLAB is a popular math computing environment in use by engineering firms, universities, and other research institutes. Some of its operations can be made to leverage Intel MKL (Math Kernel Library), which is poorly optimized for, and notoriously slow on AMD Ryzen processors. Reddit user Nedflanders1976 devised a way to restore anywhere between 20 to 300 percent performance on Ryzen and Ryzen Threadripper processors, by forcing MATLAB to use advanced instruction-sets such as AVX2. By default, MKL queries your processor's vendor ID string, and if it sees anything other than "GenuineIntel...," it falls back to SSE, posing a significant performance disadvantage to "AuthenticAMD" Ryzen processors that have a full IA SSE4, AVX, and AVX2 implementation.
The tweak, meant to be manually applied by AMD Ryzen users, forces MKL to use AVX2 regardless of the CPU Vendor ID query result. The tweak is as simple as it is powerful. A simple 4-line Windows batch file with a set of arguments starts MKL in AVX2 mode. You can also make the tweak "permanent" by creating a system environment variable. The environment variable will apply to all instances of MATLAB, and not just those spawned by the batch file. Nedflanders1976 also posted a benchmark script that highlights the performance impact of AVX2, however you can use your own scripts and post results.
The tweak, meant to be manually applied by AMD Ryzen users, forces MKL to use AVX2 regardless of the CPU Vendor ID query result. The tweak is as simple as it is powerful. A simple 4-line Windows batch file with a set of arguments starts MKL in AVX2 mode. You can also make the tweak "permanent" by creating a system environment variable. The environment variable will apply to all instances of MATLAB, and not just those spawned by the batch file. Nedflanders1976 also posted a benchmark script that highlights the performance impact of AVX2, however you can use your own scripts and post results.