Merge pull request #271 from cuda/mkl_memory

Added MKL memory functions and updated mkl_build.sh

MathNet.Numerics.All.sln.DotSettings

@@ -71,5 +71,6 @@ OTHER DEALINGS IN THE SOFTWARE.
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/Abbreviations/=TFQMR/@EntryIndexedValue">TFQMR</s:String>
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/Abbreviations/=WH/@EntryIndexedValue">WH</s:String>
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+	<s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EMigrateThisQualifierSettings/@EntryIndexedValue">True</s:Boolean>
 	<s:String x:Key="/Default/FilterSettingsManager/AttributeFilterXml/@EntryValue">&lt;data /&gt;</s:String>
 	<s:String x:Key="/Default/FilterSettingsManager/CoverageFilterXml/@EntryValue">&lt;data&gt;&lt;IncludeFilters /&gt;&lt;ExcludeFilters /&gt;&lt;/data&gt;</s:String></wpf:ResourceDictionary>

MathNet.Numerics.sln.DotSettings

@@ -103,6 +103,7 @@ OTHER DEALINGS IN THE SOFTWARE.
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/Abbreviations/=TFQMR/@EntryIndexedValue">TFQMR</s:String>
 	<s:String x:Key="/Default/CodeStyle/Naming/CSharpNaming/Abbreviations/=WH/@EntryIndexedValue">WH</s:String>
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+	<s:Boolean x:Key="/Default/Environment/SettingsMigration/IsMigratorApplied/=JetBrains_002EReSharper_002EPsi_002ECSharp_002ECodeStyle_002ESettingsUpgrade_002EMigrateThisQualifierSettings/@EntryIndexedValue">True</s:Boolean>
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src/NativeProviders/Linux/mkl_build.sh

@@ -1,11 +1,16 @@
+#Note: g++ multilib must be installed
 export INTEL=/opt/intel
 export MKL=$INTEL/mkl
 export OPENMP=$INTEL/composerxe/lib
+export OUT=../../../out/MKL/Linux
 
-g++ -std=c++11 -DGCC -m64 --shared -fPIC -o ../../../../MKL/Linux/x64/MathNet.Numerics.MKL.dll -I$MKL/include -I../Common ../MKL/vector_functions.c ../MKL/blas.c ../MKL/lapack.cpp -Wl,--start-group  $MKL/lib/intel64/libmkl_intel_lp64.a $MKL/lib/intel64/libmkl_intel_thread.a $MKL/lib/intel64/libmkl_core.a -Wl,--end-group -L$OPENMP/intel64 -liomp5 -lpthread -lm  
+mkdir -p $OUT/x64
+mkdir -p $OUT/x86
 
-cp $OPENMP/intel64/libiomp5.so  ../../../../MKL/Linux/x64/
+g++ -std=c++11 -DGCC -m64 --shared -fPIC -o $OUT/x64/MathNet.Numerics.MKL.dll -I$MKL/include -I../Common ../MKL/memory.c ../MKL/capabilities.cpp ../MKL/vector_functions.c ../MKL/blas.c ../MKL/lapack.cpp -Wl,--start-group  $MKL/lib/intel64/libmkl_intel_lp64.a $MKL/lib/intel64/libmkl_intel_thread.a $MKL/lib/intel64/libmkl_core.a -Wl,--end-group -L$OPENMP/intel64 -liomp5 -lpthread -lm  
 
-g++ -std=c++11 -DGCC -m32 --shared -fPIC -o ../../../../MKL/Linux/x86/MathNet.Numerics.MKL.dll -I$MKL/include -I../Common ../MKL/vector_functions.c ../MKL/blas.c ../MKL/lapack.cpp -Wl,--start-group $MKL/lib/ia32/libmkl_intel.a $MKL/lib/ia32/libmkl_intel_thread.a $MKL/lib/ia32/libmkl_core.a -Wl,--end-group -L$OPENMP/ia32 -liomp5 -lpthread -lm  
+cp $OPENMP/intel64/libiomp5.so  $OUT/x64/
 
-cp $OPENMP/ia32/libiomp5.so  ../../../../MKL/Linux/x86/
+g++ -std=c++11 -DGCC -m32 --shared -fPIC -o $OUT/x86/MathNet.Numerics.MKL.dll -I$MKL/include -I../Common ../MKL/memory.c ../MKL/capabilities.cpp ../MKL/vector_functions.c ../MKL/blas.c ../MKL/lapack.cpp -Wl,--start-group $MKL/lib/ia32/libmkl_intel.a $MKL/lib/ia32/libmkl_intel_thread.a $MKL/lib/ia32/libmkl_core.a -Wl,--end-group -L$OPENMP/ia32 -liomp5 -lpthread -lm  
+
+cp $OPENMP/ia32/libiomp5.so  $OUT/x86/

src/NativeProviders/MKL/lapack.cpp

@@ -1,4 +1,4 @@
-#include <algorithm>
+#include <algorithm>
 #include <complex>
 #define MKL_Complex8 std::complex<float>
 #define MKL_Complex16 std::complex<double>

src/NativeProviders/MKL/memory.c

@@ -0,0 +1,30 @@
+#include "wrapper_common.h"
+#include "mkl.h"
+
+#if GCC 
+extern "C" {
+#endif
+
+DLLEXPORT void free_buffers(void) {
+	mkl_free_buffers();
+}
+
+DLLEXPORT void thread_free_buffers(void) {
+	mkl_thread_free_buffers();
+}
+
+DLLEXPORT int disable_fast_mm(void) {
+	return mkl_disable_fast_mm();
+}
+
+DLLEXPORT MKL_INT64 mem_stat(int* AllocatedBuffers) {
+	return mkl_mem_stat(AllocatedBuffers); 
+}
+
+DLLEXPORT MKL_INT64 peak_mem_usage(int mode) {
+	return mkl_peak_mem_usage(mode);
+}
+
+#if GCC 
+}
+#endif

src/NativeProviders/Windows/MKL/MKLWrapper.vcxproj

@@ -293,6 +293,7 @@
     <ClCompile Include="..\..\MKL\capabilities.cpp" />
     <ClCompile Include="..\..\MKL\blas.c" />
     <ClCompile Include="..\..\MKL\lapack.cpp" />
+    <ClCompile Include="..\..\MKL\memory.c" />
     <ClCompile Include="..\..\MKL\vector_functions.c" />
   </ItemGroup>
   <ItemGroup>

src/NativeProviders/Windows/MKL/MKLWrapper.vcxproj.filters

@@ -30,6 +30,9 @@
     <ClCompile Include="..\..\MKL\capabilities.cpp">
       <Filter>Source Files</Filter>
     </ClCompile>
+    <ClCompile Include="..\..\MKL\memory.c">
+      <Filter>Source Files</Filter>
+    </ClCompile>
   </ItemGroup>
   <ItemGroup>
     <ResourceCompile Include="..\..\Common\resource.rc">

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

@@ -67,6 +67,29 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
         Double = 0x20
     }
 
+    public enum MklMemoryRequestMode : int
+    {
+        /// <summary>
+        /// Disable gathering memory usage
+        /// </summary>
+        Disable = 0,
+
+        /// <summary>
+        /// Enable gathering memory usage
+        /// </summary>
+        Enable = 1,
+
+        /// <summary>
+        /// Return peak memory usage
+        /// </summary>
+        PeakMemory = 2, 
+
+        /// <summary>
+        /// Return peak memory usage and reset counter
+        /// </summary>
+        PeakMemoryReset = -1
+    }
+
     /// <summary>
     /// Intel's Math Kernel Library (MKL) linear algebra provider.
     /// </summary>
@@ -163,10 +186,55 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
             }
         }
 
+        /// <summary>
+        /// Frees the memory allocated to the MKL memory pool.
+        /// </summary>
+        public void FreeBuffers()
+        {
+            SafeNativeMethods.free_buffers();
+        }
+
+        /// <summary>
+        /// Frees the memory allocated to the MKL memory pool on the current thread.
+        /// </summary>
+        public void ThreadFreeBuffers()
+        {
+            SafeNativeMethods.thread_free_buffers();
+        }
+
+        /// <summary>
+        /// Disable the MKL memory pool. May impact performance.
+        /// </summary>
+        public void DisableMklMemoryPool() 
+        {
+            SafeNativeMethods.disable_fast_mm();
+        }
+
+        /// <summary>
+        /// Retrieves information about the the MKL memory pool.
+        /// </summary>
+        /// <param name="allocatedBuffers">On output, returns the number of memory buffers allocated.</param>
+        /// <returns>Returns the number of bytes allocated to all memory buffers.</returns>
+        public long MemoryStatistics(out int allocatedBuffers)
+        {
+           return SafeNativeMethods.mem_stat(out allocatedBuffers);
+        }
+
+        /// <summary>
+        /// Measures peak memory usage of the MKL memory pool.
+        /// </summary>
+        /// <param name="mode">The request mode.</param>
+        /// <returns>The peak memory usage.</returns>
+        public long PeakMemoryUsage(MklMemoryRequestMode mode)
+        {
+            return SafeNativeMethods.peak_mem_usage((int)mode);
+        }
+
         public override string ToString()
         {
             return string.Format("Intel MKL ({1}; revision {0})", _nativeRevision, _nativeIX86 ? "x86" : _nativeX64 ? "x64" : _nativeIA64 ? "IA64" : "unknown");
         }
+
     }
 }
 

src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs

@@ -2,7 +2,7 @@
 // Math.NET Numerics, part of the Math.NET Project
 // http://mathnet.opensourcedotnet.info
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -60,6 +60,24 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
         [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern void set_max_threads(int num_threads);
 
+        #region Memory
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern void free_buffers();
+
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern void thread_free_buffers();
+
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern int disable_fast_mm();
+
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern long mem_stat([Out]out int allocatedBuffers);
+
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern long peak_mem_usage(int mode);
+
+        #endregion Memory
+
         #region BLAS
 
         [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]