How to install pardiso on matlab with `pthread` on windows?

I am trying to use PARDISO in Matlab on windows. I notice that some compile options may not availible for windows system. This is my building script for pardisofree.mexw64 as an example.

mex  -largeArrayDims -lpardiso -lmwlapack -lmwblas ...
    -LD:\IntelSWTools\parallel_studio_xe_2019.0.045\compilers_and_libraries_2019\windows\compiler\lib\intel64_win -lifcoremt ...
    -LD:\zw\matlab\PARDISO\pthreads-w32-2-9-1-release\Pre-built.2\lib\x64 -lpthread ...
    -lm -output pardisofree ...
    common.cpp matlabmatrix.cpp sparsematrix.cpp pardisoinfo.cpp pardisofree.cpp

I have installed the intel parallel XE to get the windows version of gfortran, as lifcoremt.lib.

I also download pthread for windows version from sourceforge https://sourceforge.net/projects/pthreads4w/

So the command above runs ok for me. But I still have any way to activate the multithreads. I got no examples for that. How to build a matlab file to check it? Do I need to compile OPENMP into it? Any suggestion would be appreciated. I am really confused in this process.

[Jeremy Hu]

Hi Wei, I am using the same library and trying to set it up on Windows as well. Assuming you are using this version of pardiso: https://www.pardiso-project.org/ and the matlab interface to it. It seems to me you can set the threads inside the file pardisoinfo.cpp line 68: iparm[2] = 1;

[wei zhang]

@Jeremy Hu. Thank you for your comment! I think setting it in the cpp file is a smart way. Do you compile it with the library of OPENMP or pthread?

[Jeremy Hu]

@wei zhang, I used pthread.

[Jeremy Hu]

@wei zhang, were you able to run the pardisoinit, pardisosolve mex functions after compilation?

[wei zhang]

@Jeremy Hu. This is my case now. If I compile the mex without changing the iparm[2] in my pardisoinfo.cpp, and the build command is as the question description, I could run the examplessym.m file well. If I change the iparm[2] and build the mex in the same command (with pthread library, without OPENMP), the Matlab crashed as I run examplessym.m file. Do you have some idea about it?

[Jeremy Hu]

perhaps if you move the iparm[2] = threads

to the line before pardisoinit_ in pardisoinfo.cpp? This is the way they set it up in the C example files.

Did you ever run into this error:

Invalid MEX-file '\pardiso_intel_compiler_Windows\pardiso-matlab-mex\pardisoinit.mexw64': The specified

module could not be found

I'm getting it when the pardisoinfo.cpp file calls pardisoinit_ and I have my compilation set up as yours is, not sure where the error is happening.

[wei zhang]

After I move the iparm[2]=threads to the line before pardisoinit_, I still got the Matlab crashed. Your error may occor when I fixed my problem. I must set something wrong. Could you tell me how to find the c example files you mentioned? That would be very appreciated to set my mexw64.

[wei zhang]

To you mentioned problem, I don't realize what is " when the pardisoinfo.cpp file calls pardisoinit_". Did the problem occur when you compile it or run the example file? Or you debug the mex with visual studio?

[wei zhang]

@Jeremy Hu I also tryied to add "openmp" into compile. This my entire build code for all the files. You may need this.

filename = {'pardisoinit.cpp','pardisoreorder.cpp','pardisofactor.cpp','pardisosolve.cpp','pardisofree.cpp'};
intel_lib_path = '-LD:\IntelSWTools\parallel_studio_xe_2019.0.045\compilers_and_libraries_2019\windows\compiler\lib\intel64_win';
pthread_lib_path = '-LD:\zw\matlab\PARDISO\pthreads-w32-2-9-1-release\Pre-built.2\lib\x64';
for i=1:length(filename)
mex('COMPFLAGS="$COMPFLAGS /openmp"',...
    '-largeArrayDims','-lpardiso','-lmwlapack',...
    intel_lib_path,'-lifcoremt','-liomp5md',...
    pthread_lib_path,'-lpthread',...
    '-lm', '-output',filename{i},...
    'common.cpp', 'matlabmatrix.cpp', 'sparsematrix.cpp', 'pardisoinfo.cpp', filename{i})
end

Unfortunately, Matlab still crash when I set the iparm[2] = 2 in the pardisoinfo.cpp, no matter before or after pardisoinit_ line. If I set the iparm[2] = 1, I could run the example m file welll. I guess the problem may from OMP_NUM_THREADS. But I don't know how to set it up.

[Jeremy Hu]

@Wei Zhang, Thank you! I wasn't able to move past compilation unfortunately, so I don't know how to set up the OMP_NUM_THREADS either. Maybe you can use loadlibrary instead of MEX.

[wei zhang]

@Jeremy Hu What do you mean by "move past compilation"? Try clear functions to remove the mex in memory.

[Rylan]

@Jeremy HuI also got the error Invalid MEX-file '\pardiso_intel_compiler_Windows\pardiso-matlab-mex\pardisoinit.mexw64': The specified module could not be found.

I want to know whether you have sort this out. If so, how you achieved this.

Thanks!

[Jeremy Hu]

Hi Rylan, I wasn't able to get PARDISO to work using MEX, but I did get it working using:

addpath('C:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2020.1.216\windows\mkl\include'); % header files
addpath('C:\Program Files (x86)\IntelSWTools\parallel_studio_xe_2020.1.086\compilers_and_libraries_2020\windows\redist\intel64_win\mkl'); % dll

dllname = 'mkl_rt.dll';
global libraryname
libraryname = 'pardiso_mkl';
headername = 'mkl_pardiso.h';
headername2 = 'mkl_dss.h';

if ~libisloaded(libraryname)
    [notfound, warnings] = loadlibrary(dllname, headername, 'addheader', headername2, 'alias', libraryname);
end

After loading the library, you can call pardiso using, for example

[pt_ , ~, iparm_] = calllib(libraryname, 'pardisoinit', pt, mtype, iparm);

Hope this helps!

[Rylan]

Thanks a lot!!