1. Use Intel compilers and MKL to compile NumPy and SciPy
  • Install Intel C++ and Fortran compilers and MKL, which are free for academic use. Sourse the environment scripts:

      $ source /*path-to-mkl*/bin/mklvars.sh intel64
      $ source /*path-to-compilers*/linux/bin/compilervars.sh -arch intel64
    

    Check with some commands:

      $ icc -v
      $ echo $LD_LIBRARY_PATH
    
  • Download the latest stable Octave from its website.

  • Configure Octave:

    TODO

  • Install LaTeX and configure CLASS_PATHS. LaTeX is a prerequisite.

      $ sudo apt-get install tex-live-full
    

    Inside octave/:

      $ export CLASSPATH=.:$CLASSPATH
    
  • Make and install:

      $ make
      $ make install
    

I have tried with Ubuntu 14.04. ICC version needs to be 2016 Update 3 (Update 2 didn’t work).