numpy on multicore hardware

Question

What's the state of the art with regards to getting numpy to use mutliple cores (on Intel hardware) for things like inner and outer vector products, vector-matrix multiplications etc?

I am happy to rebuild numpy if necessary, but at this point I am looking at ways to speed things up without changing my code.

For reference, my show_config() is as follows, and I've never observed numpy to use more than one core:

atlas_threads_info:
    libraries = ['lapack', 'ptf77blas', 'ptcblas', 'atlas']
    library_dirs = ['/usr/local/atlas-3.9.16/lib']
    language = f77
    include_dirs = ['/usr/local/atlas-3.9.16/include']

blas_opt_info:
    libraries = ['ptf77blas', 'ptcblas', 'atlas']
    library_dirs = ['/usr/local/atlas-3.9.16/lib']
    define_macros = [('ATLAS_INFO', '"\\"3.9.16\\""')]
    language = c
    include_dirs = ['/usr/local/atlas-3.9.16/include']

atlas_blas_threads_info:
    libraries = ['ptf77blas', 'ptcblas', 'atlas']
    library_dirs = ['/usr/local/atlas-3.9.16/lib']
    language = c
    include_dirs = ['/usr/local/atlas-3.9.16/include']

lapack_opt_info:
    libraries = ['lapack', 'ptf77blas', 'ptcblas', 'atlas']
    library_dirs = ['/usr/local/atlas-3.9.16/lib']
    define_macros = [('ATLAS_INFO', '"\\"3.9.16\\""')]
    language = f77
    include_dirs = ['/usr/local/atlas-3.9.16/include']

lapack_mkl_info:
  NOT AVAILABLE

blas_mkl_info:
  NOT AVAILABLE

mkl_info:
  NOT AVAILABLE

Answer 1

You should probably start by checking whether the Atlas build that numpy is using has been built with multi-threading. You can build and run this to inspect the Atlas configuration (straight from the Atlas FAQ):

main()
/*
 * Compile, link and run with something like:
 *    gcc -o xprint_buildinfo -L[ATLAS lib dir] -latlas ; ./xprint_buildinfo
 * if link fails, you are using ATLAS version older than 3.3.6.
 */
{
   void ATL_buildinfo(void);
   ATL_buildinfo();
   exit(0);
}

If you have don't have a multithreaded version of Atlas: "there's your problem". If it is multithreaded, then you need to exercise one of the multithreaded BLAS3 routines (probably dgemm), with a suitably large matrix-matrix product and see whether threading is used. I think I am right in saying that neither BLAS 2 and BLAS 1 routines in Atlas support multithreading (and with good reason because there is no performance advantage except at truly enormous problem sizes).