Request to Update Linux MKL Provider Nuget Package

[sudiptob2]

Hey, MathNet community, we’re encountering issues using MathNet.Numerics with Intel MKL on Linux. We'd appreciate your input and guidance on how best to proceed.

Problem Statement

To work with intel-mkl on Linux, MathNet.Numerics requires the MathNet.Numerics.MKL.Linux provider. The latest version of this provider (3.0.0-beta3) is distributed as a separate NuGet package, but it is outdated since its last release in 2022 and incompatible with the latest intel-mkl library.

While it’s possible to build the provider from the master branch using the mkl_build.sh script, this approach is less convenient than installing via NuGet. Additionally, the script often requires manual tuning based on the user’s environment to work correctly.

To Reproduce

Install intel-mkl: apt-get install intel-mkl

Create a test project:

using MathNet.Numerics;
using MathNet.Numerics.LinearAlgebra;
class Program
{
    static void Main()
    {
        Control.UseNativeMKL();
        MathNet.Numerics.Providers.MKL.MklControl.UseNativeMKL(MathNet.Numerics.Providers.MKL.MklConsistency.AVX2);
        MathNet.Numerics.Providers.LinearAlgebra.LinearAlgebraControl.Provider.InitializeVerify();
        Console.WriteLine("Provider: " + MathNet.Numerics.Providers.LinearAlgebra.LinearAlgebraControl.Provider);
        var matrix = Matrix<double>.Build.Random(3, 3);
        Console.WriteLine(matrix);
    }
}

.csproj file

...
  <ItemGroup>
    <PackageReference Include="MathNet.Numerics.MKL.Linux" Version="3.0.0-beta3" />
  </ItemGroup>
...

Output:

Unhandled exception. System.NotSupportedException: MKL Native Provider too old. Consider upgrading to a newer version.
   at MathNet.Numerics.Providers.MKL.MklProvider.Load(String hintPath, MklConsistency consistency, MklPrecision precision, MklAccuracy accuracy)
   at MathNet.Numerics.Providers.MKL.LinearAlgebra.MklLinearAlgebraProvider.InitializeVerify()
   at MathNet.Numerics.Providers.LinearAlgebra.LinearAlgebraControl.set_Provider(ILinearAlgebraProvider value)
   at MathNet.Numerics.Providers.LinearAlgebra.LinearAlgebraControl.UseNativeMKL()
   at MathNet.Numerics.Control.UseNativeMKL()
   at Program.Main() in /home/ubuntu/MathNetTest/Program.cs:line 7

Potential Solution

Release a new version of the Linux MKL provider based on the latest improvements in the master.

GResearch Opensource (GR-OSS) would be happy to contribute to a proper GitHub workflow for this task. Let us know your opinion about the best way to resolve this issue.