Make sure MKL uses GNU OpenMP.

theano/configdefaults.py

@@ -1238,6 +1238,29 @@ AddConfigVar('cmodule.debug',
              in_c_key=True)
 
 
+def check_mkl_openmp():
+    if not theano.config.blas.check_openmp:
+        return
+    import os
+    if ('MKL_THREADING_LAYER' in os.environ and
+            os.environ['MKL_THREADING_LAYER'] == 'GNU'):
+        return
+    try:
+        import mkl
+        if '2018' in mkl.get_version_string():
+            raise RuntimeError('To use MKL 2018 with Theano you MUST set "MKL_THREADING_LAYER=GNU" in your environement.')
+    except ImportError:
+        raise RuntimeError("""
+Could not import 'mkl'.  Either install mkl-service with conda or set
+MKL_THREADING_LAYER=GNU in your environment for MKL 2018.
+
+If you have MKL 2017 install and are not in a conda environment you
+can set the Theano flag blas.check_openmp to False.  Be warned that if
+you set this flag and don't set the appropriate environment or make
+sure you have the right version you *will* get wrong results.
+""")
+
+
 def default_blas_ldflags():
     global numpy
     warn_record = []
@@ -1366,16 +1389,22 @@ def default_blas_ldflags():
                 flags = []
                 if lib_path:
                     flags = ['-L%s' % lib_path[0]]
+            if '2018' in mkl.get_version_string():
+                thr = 'mkl_gnu_thread'
+            else:
+                thr = 'mkl_intel_thread'
             flags += ['-l%s' % l for l in ["mkl_core",
-                                           "mkl_intel_thread",
+                                           thr,
                                            "mkl_rt"]]
             res = try_blas_flag(flags)
             if res:
+                check_mkl_openmp()
                 return res
             flags.extend(['-Wl,-rpath,' + l for l in
                           blas_info.get('library_dirs', [])])
             res = try_blas_flag(flags)
             if res:
+                check_mkl_openmp()
                 maybe_add_to_os_environ_pathlist('PATH', lib_path[0])
                 return res
 
@@ -1396,6 +1425,8 @@ def default_blas_ldflags():
             ret.extend(['-lm', '-lm'])
         res = try_blas_flag(ret)
         if res:
+            if 'mkl' in res:
+                check_mkl_openmp()
             return res
 
         # If we are using conda and can't reuse numpy blas, then doing
@@ -1411,6 +1442,8 @@ def default_blas_ldflags():
                     blas_info.get('library_dirs', [])])
         res = try_blas_flag(ret)
         if res:
+            if 'mkl' in res:
+                check_mkl_openmp()
             return res
 
         # Add sys.prefix/lib to the runtime search path. On
@@ -1421,6 +1454,8 @@ def default_blas_ldflags():
             ret.append('-Wl,-rpath,' + lib_path)
             res = try_blas_flag(ret)
             if res:
+                if 'mkl' in res:
+                    check_mkl_openmp()
                 return res
 
     except KeyError:
@@ -1473,6 +1508,11 @@ AddConfigVar('blas.ldflags',
              # Added elsewhere in the c key only when needed.
              in_c_key=False)
 
+AddConfigVar('blas.check_openmp',
+             "Check for openmp library conflict.\nWARNING: Setting this to False leaves you open to wrong results in blas-related operations.",
+             BoolParam(True),
+             in_c_key=False)
+
 AddConfigVar(
     'metaopt.verbose',
     "0 for silent, 1 for only warnings, 2 for full output with"