Compiling ATLAS on CentOS 5

This tutorial is to help you compile ATLAS (Automatically Tuned Linear Algebra Software) with gFortran. For those who are using Intel Compiler, you have the reliable Intel MKL (Math Kernel Library)

First thing first, some comparison between ATLAS and MKL.

ATLAS
ATLAS The Automatically Tuned Linear Algebra Software (ATLAS) provides a complete implementation of the BLAS API 3 and a subset of LAPACK 3. A big number of instructions-set specific optimizations are used throughout the library to achieve peak-performance on a wide variety of HW-platforms.

ATLAS provides both C and Fortran interfaces.

ATLAS is available for all HW-platforms capable of running UNIX or UNIX-like operating systems as well as Windows (tm).
MKL
Intel's Math Kernel Library (MKL) implements a set of linear algebra, fast Fourier transforms and vector math functions. It includes LAPACK 3, BLAS 3 and extended BLAS and provides both C and Fortran interfaces.

MKL is available for Windows (tm) and Linux (x86/i686 and above) only.
Download the latest stable package from ATLAS (http://sourceforge.net/projects/math-atlas/files/Stable/). The current stable version is atlas3.8.0.tar.gz. Do note that ATLAS don't like configuration on its original location, hence the need to create ATLAS_BUILD directory.
# cd /root
# tar -xzvf atlas3.8.3.tar.gz
# mkdir /root/ATLAS_BUILD
# cd /root/ATLAS_BUILD
# /root/ATLAS/configure
You will need to turn off CPU Throttling. For CentOS and Fedora, you will use
# /usr/bin/cpufreq-selector -g performance
For more information, you can see my blog entry Switching off CPU Throttling on CentOS or Fedora

Compile ATLAS
make
make check
make ptcheck
make time
make install
By default, ATLAS installed to /usr/local/atlas

Finally remember to add /usr/local/atlas/lib to your LD_LIBRARY_PATH
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