Add vcpkg mkl

.github/workflows/vcpkg.yml

@@ -31,12 +31,15 @@ jobs:
             # Exclude test_sumProduct and test_sumProduct_chain from pytest on windows.
             # These tests should be fixed for windows.
             pytest_extra_flags: -k "not test_sumProduct"
+            additional_vcpkg_ports: intel-mkl
           - os: ubuntu-latest
             triplet: x64-linux-release
             build_type: Release
             test_target: test
             binary_cache: /home/runner/.cache/vcpkg/archives
             python: python3
+            additional_vcpkg_ports: intel-mkl
+            cxxflags: -DCMAKE_CXX_FLAGS="-Wno-error=maybe-uninitialized"
           - os: macos-latest
             triplet: arm64-osx-release
             build_type: Release
@@ -78,6 +81,14 @@ jobs:
         run: |
           brew install autoconf automake autoconf-archive
 
+      - name: "Install dependencies"
+        shell: bash
+        run: |
+          git -C ${VCPKG_INSTALLATION_ROOT} checkout .
+          git -C ${VCPKG_INSTALLATION_ROOT} remote add talregev https://github.com/talregev/vcpkg/
+          git -C ${VCPKG_INSTALLATION_ROOT} pull --rebase --all
+          git -C ${VCPKG_INSTALLATION_ROOT} switch TalR/mkl
+
       - name: "Install dependencies"
         run: >
           vcpkg x-set-installed --triplet ${{ matrix.triplet }} --host-triplet ${{ matrix.triplet }}
@@ -98,6 +109,7 @@ jobs:
           eigen3
           tbb
           pybind11
+          ${{ matrix.additional_vcpkg_ports }}
 
       - name: copy files for hash
         shell: bash
@@ -128,7 +140,10 @@ jobs:
         if: success()
         shell: bash
         run: |
-          export CL=-openmp
+          # This is due an warning as error found in linux gtsam code when compile with MKL.
+          # error: ‘result’ may be used uninitialized [-Werror=maybe-uninitialized]
+          # staring from from gtsam/linear/HessianFactor.cpp:18
+          # Remove ${{ matrix.cxxflags }} when you fix the warning in gtsam code.
 
           cmake . -B build -G Ninja \
               -DCMAKE_TOOLCHAIN_FILE=$VCPKG_INSTALLATION_ROOT/scripts/buildsystems/vcpkg.cmake \
@@ -147,8 +162,11 @@ jobs:
               -DGTSAM_USE_SYSTEM_METIS=OFF \
               -DGTSAM_USE_SYSTEM_PYBIND=ON \
               -DGTSAM_SUPPORT_NESTED_DISSECTION=ON \
+              -DGTSAM_WITH_EIGEN_MKL=ON \
+              -DGTSAM_WITH_EIGEN_MKL_OPENMP=ON \
               -DCTEST_EXTRA_ARGS='${{ matrix.ctest_extra_flags }}' \
-              -DPYTEST_EXTRA_ARGS='${{ matrix.pytest_extra_flags }}'
+              -DPYTEST_EXTRA_ARGS='${{ matrix.pytest_extra_flags }}' \
+              ${{ matrix.cxxflags }}
 
       - name: cmake build
         shell: bash

cmake/FindMKL.cmake

@@ -21,6 +21,18 @@
 # OPEN - Open MPI library
 # SGI - SGI MPT Library
 
+# vcpkg
+if(DEFINED VCPKG_INSTALLED_DIR)
+    find_package(MKL CONFIG)
+    if(MKL_FOUND)
+        add_library(mkl-gtsam-if INTERFACE)
+        target_link_libraries(mkl-gtsam-if INTERFACE MKL::MKL)
+        set(MKL_LIBRARIES mkl-gtsam-if)
+        list(APPEND GTSAM_EXPORTED_TARGETS mkl-gtsam-if)
+        install(TARGETS mkl-gtsam-if EXPORT GTSAM-exports ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR})
+    endif()
+else()
+
 # linux
 IF(UNIX AND NOT APPLE)
     IF(${CMAKE_HOST_SYSTEM_PROCESSOR} STREQUAL "x86_64")
@@ -267,4 +279,6 @@ find_package_handle_standard_args(MKL DEFAULT_MSG MKL_INCLUDE_DIR MKL_LIBRARIES)
 #        LINK_DIRECTORIES(${MKL_ROOT_DIR}/lib/${MKL_ARCH_DIR}) # hack
 #endif()
 
+endif() # end of vcpkg
+
 MARK_AS_ADVANCED(MKL_INCLUDE_DIR MKL_LIBRARIES)

cmake/HandleMKL.cmake

@@ -4,7 +4,12 @@ find_package(MKL)
 
 if(MKL_FOUND AND GTSAM_WITH_EIGEN_MKL)
     set(GTSAM_USE_EIGEN_MKL 1) # This will go into config.h
-    set(EIGEN_USE_MKL_ALL 1) # This will go into config.h - it makes Eigen use MKL
+    if(VCPKG_INSTALLED_DIR)
+        set(EIGEN_USE_MKL_ALL 0)
+        add_compile_definitions(EIGEN_USE_BLAS EIGEN_USE_MKL EIGEN_USE_MKL_VML)
+    else()
+        set(EIGEN_USE_MKL_ALL 1) # This will go into config.h - it makes Eigen use MKL
+    endif()
     list(APPEND GTSAM_ADDITIONAL_LIBRARIES ${MKL_LIBRARIES})
 
     # --no-as-needed is required with gcc according to the MKL link advisor
@@ -15,3 +20,28 @@ else()
     set(GTSAM_USE_EIGEN_MKL 0)
     set(EIGEN_USE_MKL_ALL 0)
 endif()
+
+if(WIN32 AND GTSAM_USE_EIGEN_MKL AND DEFINED VCPKG_INSTALLED_DIR)
+    get_target_property(MKL_TARGETS "MKL::MKL" INTERFACE_LINK_LIBRARIES)
+    set(RUNTIME_DLL_DIRS "")
+    foreach(MKL_TARGET ${MKL_TARGETS})
+        if(TARGET ${MKL_TARGET})
+            get_target_property(MKL_DLL "${MKL_TARGET}" IMPORTED_LOCATION)
+            if(MKL_DLL)
+                cmake_path(GET MKL_DLL PARENT_PATH MKL_DLL_DIR)
+                list (APPEND RUNTIME_DLL_DIRS "${MKL_DLL_DIR}/mkl_*.dll")
+            endif()
+        endif()
+    endforeach()
+    list(REMOVE_DUPLICATES RUNTIME_DLL_DIRS)
+    file(GLOB MKL_DLLS CONFIGURE_DEPENDS ${RUNTIME_DLL_DIRS})
+    list(REMOVE_DUPLICATES MKL_DLLS)
+    add_custom_target(copy_mkl_dlls
+        COMMAND ${CMAKE_COMMAND} -E copy_if_different
+        "${MKL_DLLS}"
+        "${CMAKE_RUNTIME_OUTPUT_DIRECTORY}"
+        COMMAND_EXPAND_LISTS
+        VERBATIM
+    )
+    add_dependencies(check copy_mkl_dlls)
+endif()

python/CMakeLists.txt

@@ -149,6 +149,15 @@ if(WIN32)
         COMMAND_EXPAND_LISTS
         VERBATIM
     )
+    if(GTSAM_USE_EIGEN_MKL AND DEFINED VCPKG_INSTALLED_DIR)
+        ADD_CUSTOM_COMMAND(TARGET ${GTSAM_PYTHON_TARGET} POST_BUILD
+            COMMAND ${CMAKE_COMMAND} -E copy_if_different
+            "${MKL_DLLS}"
+            "${GTSAM_PYTHON_BUILD_DIRECTORY}/gtsam/"
+            COMMAND_EXPAND_LISTS
+            VERBATIM
+        )
+    endif()
 endif()
 
 # Set the path for the GTSAM python module
@@ -263,6 +272,15 @@ if(GTSAM_UNSTABLE_BUILD_PYTHON)
             COMMAND_EXPAND_LISTS
             VERBATIM
         )
+        if(GTSAM_USE_EIGEN_MKL AND DEFINED VCPKG_INSTALLED_DIR)
+            ADD_CUSTOM_COMMAND(TARGET ${GTSAM_PYTHON_UNSTABLE_TARGET} POST_BUILD
+                COMMAND ${CMAKE_COMMAND} -E copy_if_different
+                "${MKL_DLLS}"
+                "${GTSAM_PYTHON_BUILD_DIRECTORY}/gtsam_unstable/"
+                COMMAND_EXPAND_LISTS
+                VERBATIM
+            )
+        endif()
     endif()
 
     add_custom_target(