No speedup with OpenMP when using Matlab MEX in Linux

I'm using OpenMP to speed up Fortran code in a Matlab MEX-file. However, I find that OpenMP seems not work on Linux, but actually works on Windows. I attach the code as follows:

1) Matlab Mex file:

clc; clear all; close all;   tic

FLAG_SYS = 0; % 0 for Windows; 1 for Linux

%--------------------------------------------------------------------------
% Mex Fortran code 
%--------------------------------------------------------------------------
if FLAG_SYS == 0
    mex COMPFLAGS="-Qopenmp $COMPFLAGS"...
        LINKFLAGS="/Qopenmp $LINKFLAGS"...   
        OPTIMFLAGS="/Qopenmp $OPTIMFLAGS"...
        '-IC:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2017.5.267\windows\mkl\include'...
        '-LC:\Program Files (x86)\IntelSWTools\compilers_and_libraries_2017.5.267\windows\mkl\lib\intel64'...
        -lmkl_intel_ilp64.lib -lmkl_intel_thread.lib -lmkl_core.lib libiomp5md.lib...
        Test_OpenMP_Mex.f90...
        -output Test_OpenMP_Mex  

elseif FLAG_SYS == 1        
    mex COMPFLAGS="-fopenmp $COMPFLAGS"...
        LINKFLAGS="-fopenmp $LINKFLAGS"...  
        FFLAGS='$FFLAGS -fdec-math -cpp' ...
        '-I${MKLROOT}/include'...
        '-L${MKLROOT}/lib'...
        -lmkl_avx2 -lmkl_gf_ilp64 -lmkl_core -lmkl_intel_thread -liomp5 -lpthread -lm -ldl...
        Test_OpenMP_Mex.f90...
        -output Test_OpenMP_Mex           
end

Test_OpenMP_Mex;

2) Fortran code

#include "fintrf.h"

     !GATEWAY ROUTINE
      SUBROUTINE MEXFUNCTION(NLHS, PLHS, NRHS, PRHS)

     !DECLARATIONS
      IMPLICIT NONE

     !MEXFUNCTION ARGUMENTS:
      MWPOINTER PLHS(*), PRHS(*)
      INTEGER NLHS, NRHS

     !FUNCTION DECLARATIONS:
      MWPOINTER MXCREATEDOUBLEMATRIX

      MWPOINTER MXGETM, MXGETN
      INTEGER MXISNUMERIC 

     !POINTERS TO INPUT MXARRAYS:
      MWPOINTER MIV1, MIV2

     !POINTERS TO OUTPUT MXARRAYS:
      MWPOINTER MOV1, MOV2

     !CALL FORTRAN CODE
     CALL  TEST_OPENMP


      RETURN

      END

!-----------------------------------------------------------------------
    SUBROUTINE TEST_OPENMP

        USE OMP_LIB

        IMPLICIT NONE

        INTEGER I, J, K, STEP
        REAL*8  STARTTIME, ENDTIME,Y


        OPEN(1,FILE='1.TXT') 

        !COUNT ELAPSED TIME START
        STARTTIME = OMP_GET_WTIME() 

        DO I = 1,1000000
            DO J = 1,50000
                DO K = 1,1000
                    Y=(I+10)*J-SQRT(789.1)+SQRT(789.1)-(I+10)*J
                END DO
            END DO
        END DO     


        ENDTIME = OMP_GET_WTIME()
        WRITE(1,*) ENDTIME-STARTTIME

        !COUNT ELAPSED TIME START
        STARTTIME = OMP_GET_WTIME() 

!$OMP PARALLEL
!$OMP DO PRIVATE(I,J)
        DO I = 1,1000000
            DO J = 1,50000
                DO K = 1,1000
                    Y=(I+10)*J-SQRT(789.1)+SQRT(789.1)-(I+10)*J
                END DO
            END DO
        END DO     
!$OMP END DO  
!$OMP END PARALLEL        

        ENDTIME = OMP_GET_WTIME()
        WRITE(1,*) ENDTIME-STARTTIME 

!$OMP PARALLEL        
        ! GET THE NUMBER OF THREADS
        WRITE(1,*) OMP_GET_THREAD_NUM(), OMP_GET_NUM_THREADS() 
!$OMP END PARALLEL         
        CLOSE(1)

        RETURN

      END SUBROUTINE TEST_OPENMP

The output on Windows is:

   1.09620520001044     
   4.50355500000296     
   0           6
   1           6
   3           6
   5           6
   2           6
   4           6

and the output on Linux is:

   0.0000   
   0.0000    
   0           1

It's obvious that OpenMP works on Windows, since the calculation time reduces from 4.5s to 1.0s. I can find that there are 6 threads being used for calculation. However, on Linux, no calculation seems to be executed, and there are only 2 threads (the number of threads on Linux is 36, but only 2 of them are used).

Any suggestions are welcome!

You can directly download code from this link: https://www.dropbox.com/sh/crkuwhu22407sjs/AAAQrtzAvTmFOmAxv_jpTCBaa?dl=0

Solution

When compiling MEX-files under Linux (and MacOS) the COMPFLAGS variable is ignored. It is a Windows-specific environment variable. You need to use CFLAGS for C, CXXFLAGS for C++, or FFLAGS for Fortran, and LDFLAGS for the linker. These are the standard Unix environment variables to control compilation.

Your compile command will look like this:

mex LDFLAGS='-fopenmp $LDFLAGS'...
    FFLAGS='-fopenmp -fdec-math -cpp $FFLAGS' ...
    '-I${MKLROOT}/include'...
    '-L${MKLROOT}/lib'...
    -lmkl_avx2 -lmkl_gf_ilp64 -lmkl_core -lmkl_intel_thread -liomp5 -lpthread -lm -ldl...
    Test_OpenMP_Mex.f90...
    -output Test_OpenMP_Mex

Reference: