Overview

This project is used to compile R on Windows using the fast openblas BLAS library as a fast alternative to R's native BLAS.

Acknowledgement

First, I am grateful to Avraham Adler for his excellent blog post covering this topic. If you want to read his script--which this package mostly follows-- please do so.

Procedure

Prerequisites:

The key difficultly in getting this to work is R is built using the GNU tools which have sometimes spotty and confusing windows support. However, the key elemenets are that you need to download the following:

• Rtools Used for the actual gcc and gfortran compilers.
• MiKTeX Portable R builds a ton of documentation as HTML and PDF files.
• Appveyor Is an online continuous integration system that essentially runs Windows buils.
• openblas is needed. A version specfically compiled for R for Windows can be found here: https://github.com/thequackdaddy/OpenBLASR

Strategy:

The GNU make tools can be configured using environment variables. For the most part, that's the approach I have taken. The environment variables are configured using the appveyor.yml file. In addition, one file must be edited/copied because it explicitly uses driver names which are not used for Windows R. This file is:

src/extra/blas/Makefile.win

The name of the BLAS library file--something like openblas_haswellp-r0.2.20--needs to replace the currently existing references. Note that the lib that starts the file and the .a extension are expected by the compiler and so the makefile should only need all the characters after the lib and before the .a

LaTeX is required for the build to complete. I've used MiKTeX Portable only because its easy to download and install. The LaTeX bin directory needs to be added to the PATH. MiKTeX also must download smörgåsbord of extra packages-- and must do so without user interaction. There's a initexmf command which can help set that up.

Additionally, QPDF is needed for processing some of the completed PDFs. The location of the install can be specified in the environment variables as part of the installation. QPDF is auto-downloaded from its GitHub releases page.

A compatible openblas library is required. You can make your own--and compile for a processor other than Intel's Haswell family using the openblasr project. A Haswell library is provided in this build for simpolicity. If you want to download the openblasr file, you may do so here:

https://ci.appveyor.com/project/thequackdaddy/openblasr

Pick the most recent build that succeeded and select the Artifact tab to download it.

Please note that it is important to set the PATH so that the Rtools gcc compiler and make will be found before any other installation on the system. Additionally, pdflatex.exe needs to be in the path. MiKTeX needs a few additional packages to install everything, so be sure to either download them or configure MiKTeX so that dependencies are auto-downloaded and installed.

Download

A compiled 64-bit R, with OpenBLAS compiled for Intel Core i7 processors is available here:

https://github.com/thequackdaddy/R-OpenBLAS/releases

Select the most recent successful build and download the executable artifact.

cd r-source
git checkout -t origin/tags/<version number>
cd ..
git add r-source
git commit -m "Updated OpenBLAS"
git push origin <branchname>