When writing compiled code for R, one might want to use the intel compiler (icc or ifort) since they can deliver some really significatn improvments ( sometimes factor 10) over the gnu compiler.
For this reason here we'll brieflfy described how to build R3 with the intel compiler and configure it to use those compiler when using Rcpp or using the inline functions.
If you already have the intel compiler installed, then you should skip this section. If you don't you need to get the C toolbox and the fortran toolbox. For non-commercial use, on a linux machine you can get it from here:
Sign up, get your licence key, download the massive libraries.
Then untar the libraries and install then using ./install.sh. It should be extremely straight forward.
modify the config.site and add:
CC=icc
#CC="icc -std=c99"
CFLAGS="-g -O3 -wd188 -ip -mp"
F77=ifort
FLAGS="-g -O3 -mp"
FFLAGS="-g -O3 -mp"
CXX=icpc
CXXFLAGS="-g -O3 -mp"
FC=ifort
FCFLAGS="-g -O3 -mp"
ICC_LIBS=/opt/intel/composerxe-2011.3.174/compiler/lib/intel64
IFC_LIBS=/opt/intel/composerxe-2011.3.174/compiler/lib/intel64
LDFLAGS="-L$ICC_LIBS -L$IFC_LIBS -L/usr/lib64"
SHLIB_CXXLD=icpc
# CPPFLAGS=-no-gcc
SHLIB_LDFLAGS="-shared"
SHLIB_CXXLDFLAGS="-shared"then run
./configure --enable-R-shlib --enable-threads=posix --with-lapack --with-blas="-fopenmp -m64 -I$MKLROOT/include -L$MKLROOT/lib/intel64 -lmkl_gf_lp64 -lmkl_gnu_thread -lmkl_core -lpthread -lm" --with-x=no
make
make installand you are done! Now things will be compiled using icc, icpc and ifort, plus R will use the MKL library. I will add some benchmarks soon.