INSTALLATION INSTRUCTIONS:

Note that a working MPI installation is required on your system.

Ideally, the standard installation procedure should be able to find
the BLAS and MPI libraries needed for the package. However, in some
cases, users may need to modify the installation to get it to work on
their system.

In particular, you may need to specify the paths to the MPI header
files and shared libraries, as well as the MPI protocol on the system
(e.g., openMPI vs MPICH). Here is an example installation on one of
our test systems,

R CMD INSTALL --configure-args="--with-mpi-include='/usr/common/usg/openmpi/1.4.5/intel/include' \
--with-mpi-libpath='/usr/common/usg/openmpi/1.4.5/intel/lib' \
--with-mpi-type='OPENMPI' "  bigGP_0.1-4.tar.gz

and here is an example installation on another of our test systems:

R CMD INSTALL --configure-args="--with-mpi=/opt/cray/mpt/5.4.0/xt/gemini/mpich2-gnu/46/" \
bigGP_0.1-4.tar.gz

By default we link against the same BLAS as that used by the R
installed on the system. Note that computational efficiency relies
heavily on using a fast, threaded BLAS, so if such a BLAS (e.g.,
openBLAS, ATLAS, ACML, or MKL) is not on your system, you should
consider setting up R with an external BLAS and then installing the
bigGP package. See Section A.3.1 of the R Installation and Administration
manual.

If for some reason, you would like to use a different BLAS than that
used by R, you may be able to use the configure.alt file provided with
the package.  Rename it to 'configure'.  It will then search for your
system default BLAS on package installation.  You can change which
BLAS it uses via --with-blas in the --configure-args.  The files
configure.ac, configure.alt.ac, ax_blas.m4, and ax_lapack.m4 in the 
tools subdirectory are provided in case you need to generate a new 
configure file using autoconf.

Here is an example installation that specifies a specific path to MKL
BLAS installed on one of our test systems (as well as the MPI
specifications from above):

R CMD INSTALL --configure-args="--with-blas='-L/usr/common/usg/mkl/10.2.2.025/lib/em64t \
-lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -liomp5 -lpthread' \
--with-mpi-include='/usr/common/usg/openmpi/1.4.5/intel/include' \
--with-mpi-libpath='/usr/common/usg/openmpi/1.4.5/intel/lib' \
--with-mpi-type='OPENMPI' "  bigGP_0.1-4.tar.gz

Finally note that in our test installation on Fedora, we needed to set
LD_LIBRARY_PATH to be able to find libmpi.so (in particular including
/usr/lib64/openmpi/lib in LD_LIBRARY_PATH) when installing Rmpi. If
Rmpi is already installed and working, this shouldn't be necessary
solely to install bigGP.

For installation from the source package (not the standard binary
package) on a Mac, one may need to make sure that one's PATH include
the directory containing mpicc as 'mpicc --showme' is used to help
find the MPI header and library files. Our installation of openmpi via
MacPorts has mpicc in /opt/local/lib/openmpi/bin.  Alternatively (and
this seems to be needed to install Rmpi), one might specify the paths
to the MPI header files and shared libraries, as well as the MPI
protocol on the system (e.g., openMPI vs MPICH) via --configure-args
in a fashion similar to that shown earlier in this file. Note that
having the directory with the MPI executables in your PATH is also
needed for using MPI at run-time. Finally, one would need to have
gfortran set up such that the installation can find the gfortran
library. I'm not sure how one goes about this.

The INSTALL file for the pbdMPI package also provides useful tips.