Intel compilers

[aaronjg]

@bgoodri

The part about compile time is universally true AFAIK with Stan; the part about runtime varies depending on the model.

Is this still true with new versions of GCC? I ask because someone had posted some results three years ago with an older version of GCC in which ICC was faster, but when I tried with the latest GCC and the same model, GCC was as fast as ICC.

I found my original post on this by the way:

Compiling Stan against Intel MKL

I was trying to speed up some models and tried to compile everything with the intel compiler against the intel MKL, setting the appropriate flags according to: https://eigen.tuxfamily.org/dox/TopicUsingIntelMKL.html I saw that this was discussed here a while ago: https://groups.google.com/forum/#!topic/stan-dev/F9x6oTikOLg https://groups.google.com/forum/#!msg/stan-users/GXsWmQd-4jc/iQ09VCPrGS0J After all this, I didn’t seem to get any speedup. In fact, the intel compiler seems to be a bit …