armadillo linear system solver (with openblas)

Question

I've been testing various open source codes for solving a linear system of equations in C++. So far the fastest I've found is armadillo, using the OPENblas package as well. To solve a dense linear NxN system, where N=5000 takes around 8.3 seconds on my system, which is really really fast (without openblas installed, it takes around 30 seconds).

One reason for this increase is that armadillo+openblas seems to enable using multiple threads. It runs on two of my cores, whereas armadillo without openblas only uses 1. I have an i7 processor, so I want to increase the number of cores, and test it further. I'm using ubuntu, so from the openblas documentation I can do in the terminal:

export OPENBLAS_NUM_THREADS=4

however, running the code again doesn't seem to increase the number of cores being used or the speed. Am i doing something wrong, or is the 2 the max amount for using armadillo's "solve(A,b)" command? I wasn't able to find armadillo's source code anywhere to take a look.

Incidentally does anybody know the methods armadillo/openblas use for solving Ax=b (standard LU decomposition with parallelism or something else) ? Thanks!

edit: Actually the number of cores stuck at 2 seems to be a bug when installing openblas with synaptic package manager see here. Reinstalling from source allows it to detect how many cores i actutally have (8). Now I can use export OPENBLAS_NUM_THREADS=4 etc to govern it.

Answer 1

Armadillo doesn't prevent OpenBlas from using more cores. It's possible that the current implementation of OpenBlas simply chooses 2 cores for certain operations.

You can see Armadillo's source code directly in the downloadable package (it's open source), in the folder "include". Specifically, have a look at the file "include/armadillo_bits/fn_solve.hpp" (which contains the user accessible solve() function), and the file "include/armadillo_bits/auxlib_meat.hpp" (which contains the wrapper and housekeeping code for calling the torturous Blas and Lapack functions).

If you already have Armadillo installed on your machine, have a look at "/usr/include/armadillo_bits" or "/usr/local/include/armadillo_bits".