OpenMP on OS X using gcc
These instructions are for OS X Mavericks. Upgrading to el Capitan will almost certainly prevent this from working, due to the system integrity protection features that were introduced.
Clang 3.8.0 supports OpenMP, but the version of clang included with the Xcode command-line tools does not. Since clang is the default compiler for R on OS X, R packages that use OpenMP directives will run in parallel on Linux or Windows, but single-threaded on Mac OS. Both of my R packages, serrsBayes & bayesImageS, were written with Rcpp using OpenMP, so this is a problem for me. I do most of my heavy computation on a Linux cluster, but I develop and test a lot of code on my iMac. I’d really like my code to make full use of the multicore i7 CPU, rather than taking 5-8 times longer to run.
There are two main options for compiling with OpenMP on Mac OS: installing the latest Clang from LLVM, or installing gcc and replacing the symbolic link in /usr/bin. When I first encountered this issue, LLVM clang still didn’t support all of the #pragma omp directives, so I chose the second option. You still need to install gcc to get gfortran support on OS X, so that seemed like the best option. However, in Mac OS 10.11 (el Capitan), /usr/bin is read only.
Whichever option you choose, you then need to add the following lines to your personal or site-specific Makevars file:
CC=/usr/local/bin/gcc CXX=/usr/local/bin/g++ -arch x86_64 -ftemplate-depth-256 PKG_LIBS = `$(R_HOME)/bin/Rscript -e "Rcpp:::LdFlags()"` -fopenmp
Warning: it is definitely a bad idea to add these lines to an R package Makevars, since it will break the build for any Mac OS user who compiles with clang instead of gcc (sorry, Jake…)
Single-threaded, my Metropolis-Hastings algorithm takes 45 seconds for 10,000 iterations. When I compile with OpenMP enabled, it takes 27 sec. Not a huge speedup perhaps, but it makes a big difference for longer-running computation.
Note that some R packages, such as rstan, modify the personal Makevars file. If OpenMP suddenly stops working, that could be the culprit. Check ~/.R/Makevars and make sure that the above settings are still intact.