Using Eigen C++ Library with Intel MKL

Question

I tried to use Intel MKL from Eigen(3). I wrote a basic matrix multiplication program which is given below.

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#include <iostream>
#define EIGEN_USE_MKL_ALL
#include "../Eigen/src/Core/util/MKL_support.h"
#include "Dense"
#include "EigenTools.h"
 #include <sys/time.h>

int main()
{
    int rows= 10000, cols =100;
    Eigen::Matrix<float, Eigen::Dynamic, Eigen::Dynamic> M(rows, cols);
    Eigen::Matrix<float, Eigen::Dynamic, Eigen::Dynamic> N(cols, rows);
    M.setRandom();
    N.setRandom();
    struct timeval tv_start;    
    struct timezone tz;
    gettimeofday(&tv_start, &tz);   
    Eigen::MatrixXf P = M*N;
    struct timeval tv_end;  
    gettimeofday(&tv_end, &tz); 
    float elapsedTime = (tv_end.tv_sec-tv_start.tv_sec)*1000000+tv_end.tv_usec-tv_start.tv_usec;
    elapsedTime /= 1000000;
    std::cout<<"rows, cols:"<<M.rows()<<","<<M.cols()<<std::endl;
    std::cout<<"elpsed Time in sec is :"<<elapsedTime<<"\n";

    return 0;
}

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I used "g++ EigenTest_IntelMKL.cpp -I../Eigen -DMKL_ILP64 -m64 -I /opt/intel/mkl/include" and I got the following compilation error:

In file included from EigenTest_IntelMKL.cpp:3:0: ../Eigen/src/Core/util/MKL_support.h:64:9: error: ‘complex’ in namespace ‘std’ does not name a type typedef std::complex dcomplex; ^ ../Eigen/src/Core/util/MKL_support.h:65:9: error: ‘complex’ in namespace ‘std’ does not name a type typedef std::complex scomplex;

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Answer 1

I did not try to download the library but the error is pretty straightforward:

The header file you are including: ../Eigen/src/Core/util/MKL_support.h defines a typedef for std::complex<double> called dcomplex. however at this point no one included <complex> which is why the compiler fails.

1) Why are you including such an internal file in your code? In all libraries the files you should be including are in the 'include' directory. Files at the 'src' directories are internal and should not be used.

You should probably be including <Eigen/Core> & <Eigen/Dense>

Look at this quick reference: here for the header files you should be including.

If you are not already you should use this guide to get help on using Intel MKL. here. You have the correct define (EIGEN_USE_MKL_ALL) and hopefully the correct libraries linked for your platform.