How does one install the MKL libraries into R on Debian?
Please take a look into those articles below.
- General overview Accelerate R Code with Intel® oneAPI Math Kernel Library
- Quick Linking Quick Linking Intel® oneAPI Math Kernel Library BLAS, LAPACK to R
- Defining MKL at configure time with various compilers Using oneMKL with R
While MKL will definitely give you performance gains compared to "normal" BLAS/LAPACK libraries, I also would like to point out that you also could use pre-compiled R as provided by Posit ==> Posit - Install R - Posit Documentation - This R installation however does not make use of Intel MKL but OpenBLAS. Based on various comparisons I have done in the past, the performance gains with OpenBLAS and Intel MKL are comparable (MKL still having a bit of an edge/advantage though).
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