When you have an AMD CPU, can you speed up code that uses the Intel-MKL?

As of 2021, Intel unfortunately removed the MKL_DEBUG_CPU_TYPE to prevent people on AMD use the workaround presented in the accepted answer. This means that the workaround no longer works, and AMD users have to either switch to OpenBLAS or keep using MKL.

To use the workaround, follow this method:

1. Create a conda environment with conda's and NumPy's MKL=2019.
2. Activate the environment
3. Set MKL_DEBUG_CPU_TYPE = 5

The commands for the above steps:

1. conda create -n my_env -c anaconda python numpy mkl=2019.* blas=*=*mkl
2. conda activate my_env
3. conda env config vars set MKL_DEBUG_CPU_TYPE=5

And thats it!

UPDATE 2021-08-26: you can speed up older versions of MKL from before approximately 2020-08-31. Set the environment variable MKL_DEBUG_CPU_TYPE=5 then run your code.

NOTE: I do not know the exact date or version when Intel removed the environment variable workaround.

FYI this slow down affects anything that uses Intel-MKL library and runs on AMD CPU (i.e. affects all operating systems and affects all programming languages and all programs (older versions of Matlab, C, C++, Python, Anaconda-Python, Machine-Learning like Tensorflow and Pytorch , again anything that uses Intel-MKL library on AMD CPU)).

FYI Setting and getting environment variables is out of scope for this question but here are some helpful links:

• for Windows and another link with screenshots
  • personally i do: "old" control panel --> system --> advanced --> environment variables --> system variables --> ceate new
• for Linux here is a general guide
  • for the simple case of a bash user who wants to set the environment variable just for their own user append the line export MKL_DEBUG_CPU_TYPE=5 to your user's .bashrc file

p.s.

regarding the question "why/how does setting an environment variable cause code to run significantly faster?"

• The default behavior is for the Intel-MKL to check the CPU and run slower code if non-intel is detected.
• Setting the environment variable overrides the default behavior and causes the faster code to execute despite not having Intel hardware.

You are probably wondering "why would Intel have a software slow-down in their MKL library?

• Intel for many years had their compiled code check the CPU first then if the CPU was detected as non-intel the code would choose to run slower code
• there was a lawsuit
• a result of the lawsuit was that Intel had to disclose what they were doing but did not have to stop what they were doing
• here's the wiki page with more history and information: https://en.wikipedia.org/wiki/Intel_C%2B%2B_Compiler#Reception