Difference in speed between GSL and MKL - c++

Question

I have two codes that are both working, yet I cannot figure out why one is so much faster than the other. To my knowledge, BLAS with MKL (Intel) should be much faster than GSL (GNU), although my code is showing quite the opposite. Here are the codes themselves where I am simply creating 2 matrices at the master node and then sending different rows to different "slave" processors (with OpenMPI) which compute the final matrices elements and then return them back to the master node.
GSL example (the fast code):
#include <iostream>
#include <stdio.h>
#include <iostream>
#include <cmath>
#include <mpi.h>
#include <gsl/gsl_blas.h>
using namespace std;
int main(int argc, char** argv){
int noprocs, nid;
MPI_Status status;
MPI_Init(&argc, &argv);
MPI_Comm_rank(MPI_COMM_WORLD, &nid);
MPI_Comm_size(MPI_COMM_WORLD, &noprocs);
int master = 0;
const int nsame = 1000; //must be same if matrices multiplied together = acols = brows
const int arows = 1000;
const int bcols = 1000;
int rowsent;
double * buff;
buff = new double [nsame];
double * b;
b = new double [nsame*bcols];
double** c = new double*[arows];
for(int i = 0; i < arows; ++i)
c[i] = new double[bcols];
double * CC;
CC = new double [1*bcols]; //here ncols corresponds to numbers of rows for matrix b
for (int i = 0; i < bcols; i++){
CC[i] = 0.;
}; //this is imply a 1-d array of zeros which will be updated and passed by processors
// Master part
if (nid == master ) {
double** a = new double*[arows];
for(int i = 0; i < arows; ++i){
a[i] = new double[nsame];}
for (int i = 0; i < arows; i++){
for (int j = 0; j < nsame; j++){
if (i == j)
a[i][j] = 1.;
else
a[i][j] = 0.;
}
}
for (int i = 0; i < (nsame*bcols); i++){
b[i] = (10.*i + 3.)/(3.*i - 2.) ;
}
MPI_Bcast(b,nsame*bcols, MPI_DOUBLE_PRECISION, master, MPI_COMM_WORLD); //assumes stored as contguous block of code
// send one row to each slave tagged with row number, assume nprocs<nrows
rowsent=0;
for (int i=1; i < (noprocs); i++) { //must be equal to noprocs otherwise it will not send to 3
MPI_Send(a[rowsent], nsame, MPI_DOUBLE_PRECISION,i,rowsent+1,MPI_COMM_WORLD);
rowsent++;
}
for (int i=0; i<arows; i++) {
MPI_Recv(CC, bcols, MPI_DOUBLE_PRECISION, MPI_ANY_SOURCE, MPI_ANY_TAG,
MPI_COMM_WORLD, &status);
int sender = status.MPI_SOURCE;
int anstype = status.MPI_TAG; //row number+1
int IND_I = 0;
while (IND_I < bcols){
c[anstype - 1][IND_I] = CC[IND_I];
IND_I++;
}
if (rowsent < arows) {
MPI_Send(a[rowsent], nsame,MPI_DOUBLE_PRECISION,sender,rowsent+1,MPI_COMM_WORLD);
rowsent++;
}
else { // tell sender no more work to do via a 0 TAG
MPI_Send(MPI_BOTTOM,0,MPI_DOUBLE_PRECISION,sender,0,MPI_COMM_WORLD);
}
}
}
// Slave part
else {
MPI_Bcast(b,nsame*bcols, MPI_DOUBLE_PRECISION, master, MPI_COMM_WORLD);
MPI_Recv(buff,nsame,MPI_DOUBLE_PRECISION,master,MPI_ANY_TAG,MPI_COMM_WORLD,&status);
while(status.MPI_TAG != 0) {
int crow = status.MPI_TAG;
gsl_matrix_view AAAA = gsl_matrix_view_array(buff, 1, nsame);
gsl_matrix_view BBBB = gsl_matrix_view_array(b, nsame, bcols);
gsl_matrix_view CCCC = gsl_matrix_view_array(CC, 1, bcols);
/* Compute C = A B */
gsl_blas_dgemm (CblasNoTrans, CblasNoTrans, 1.0, &AAAA.matrix, &BBBB.matrix,
0.0, &CCCC.matrix);
MPI_Send(CC,bcols,MPI_DOUBLE_PRECISION, master, crow, MPI_COMM_WORLD);
MPI_Recv(buff,nsame,MPI_DOUBLE_PRECISION,master,MPI_ANY_TAG,MPI_COMM_WORLD,&status);
// cout << ans << " OUTPUT \n";
}
}
MPI_Finalize();
return 0;
};
MKL example (the slow code):
#include <iostream>
#include <stdio.h>
#include <iostream>
#include <cmath>
#include <mpi.h>
#include </opt/intel/compilers_and_libraries_2017.1.126/mac/mkl/include/mkl.h>
using namespace std;
int main(int argc, char** argv){ //THE IDENTITY MATRIX ONLY WORKS IF arows = nsame!
int noprocs, nid;
MPI_Status status;
MPI_Init(&argc, &argv);
MPI_Comm_rank(MPI_COMM_WORLD, &nid);
MPI_Comm_size(MPI_COMM_WORLD, &noprocs);
int master = 0;
const int nsame = 1000;
const int arows = 1000;
const int bcols = 1000;
int rowsent;
double * buff;
buff = new double [nsame];
double * b;
b = new double [nsame*bcols];
double** c = new double*[arows];
for(int i = 0; i < arows; ++i)
c[i] = new double[bcols];
double * CC;
CC = new double [1*bcols];
for (int i = 0; i < bcols; i++){
CC[i] = 0.;
};
// Master part
if (nid == master ) {
double** a = new double*[arows];
for(int i = 0; i < arows; ++i){
a[i] = new double[nsame];}
for (int i = 0; i < arows; i++){
for (int j = 0; j < nsame; j++){
if (i == j)
a[i][j] = 1.;
else
a[i][j] = 0.;
}
}
for (int i = 0; i < (nsame*bcols); i++){
b[i] = (10.*i + 3.)/(3.*i - 2.) ; // = 1.*i as test value
}
MPI_Bcast(b,nsame*bcols, MPI_DOUBLE_PRECISION, master, MPI_COMM_WORLD); //assumes stored as contguous block of code nprocs<nrows
delete[] b;
rowsent=0;
for (int i=1; i < (noprocs); i++) { //must be equal to noprocs otherwise it will not send to 3
MPI_Send(a[rowsent], nsame, MPI_DOUBLE_PRECISION,i,rowsent+1,MPI_COMM_WORLD);
delete[] a[rowsent];
rowsent++;
}
for (int i=0; i<arows; i++) {
MPI_Recv(CC, bcols, MPI_DOUBLE_PRECISION, MPI_ANY_SOURCE, MPI_ANY_TAG,
MPI_COMM_WORLD, &status);
int sender = status.MPI_SOURCE;
int anstype = status.MPI_TAG; //row number+1
int IND_I = 0;
while (IND_I < bcols){
c[anstype - 1][IND_I] = CC[IND_I];
IND_I++;
}
if (rowsent < arows) {
MPI_Send(a[rowsent], nsame,MPI_DOUBLE_PRECISION,sender,rowsent+1,MPI_COMM_WORLD);
delete[] a[rowsent];
rowsent++;
}
else { // tell sender no more work to do via a 0 TAG
MPI_Send(MPI_BOTTOM,0,MPI_DOUBLE_PRECISION,sender,0,MPI_COMM_WORLD);
}
}
}
// Slave part
else {
MPI_Bcast(b,nsame*bcols, MPI_DOUBLE_PRECISION, master, MPI_COMM_WORLD);
MPI_Recv(buff,nsame,MPI_DOUBLE_PRECISION,master,MPI_ANY_TAG,MPI_COMM_WORLD,&status);
while(status.MPI_TAG != 0) {
int crow = status.MPI_TAG;
/* Compute C = A B */
cblas_dgemm (CblasRowMajor, CblasNoTrans, CblasNoTrans, 1, bcols, nsame, 1.0, buff, nsame, b, bcols,
0.0, CC, bcols);
MPI_Send(CC,bcols,MPI_DOUBLE_PRECISION, master, crow, MPI_COMM_WORLD);
MPI_Recv(buff,nsame,MPI_DOUBLE_PRECISION,master,MPI_ANY_TAG,MPI_COMM_WORLD,&status);
}
}
MPI_Finalize();
return 0;
};
I was thinking it might be due to me not deleting any of the new elements created, although I use essentially the same approach to initialize the arrays in both codes. I even tried deleting values in the MKL code (as shown) yet this appears to not have much of an effect. When I increase the size of the arrays from nsame = arows = bcols = 1000 to nsame = arows = bcols = 10000, the time differences in the two codes can readily be observed (the GSL code takes approximately 45 seconds while the MKL code takes quite a few minutes). Thus I am wondering if this is simply inherent to the way GSL and MKL are designed and incorporated in my code or if there is perhaps something else more subtle going on.