Introducing the Intel(R) Math Kernel Library

The Intel(R) Math Kernel Library (Intel(R) MKL) enables improving performance of scientific, engineering, and financial software that solves large computational problems. Intel MKL provides a set of linear algebra routines, fast Fourier transforms, as well as vectorized math and random number generation functions, all optimized for the latest Intel(R) processors, including processors with multiple cores (see the Intel(R) MKL Release Notes for the full list of supported processors). Intel MKL also performs well on non-Intel processors.

Intel MKL provides the following major functionality:

Linear algebra, implemented in LAPACK (solvers and eigensolvers) plus level 1, 2, and 3 BLAS, offering the vector, vector-matrix, and matrix-matrix operations needed for complex mathematical software. If you prefer the FORTRAN 90/95 programming language, you can call LAPACK driver and computational subroutines through specially designed interfaces with reduced numbers of arguments. C interface to LAPACK routines is also available.
ScaLAPACK (SCAlable LAPACK) with its support functionality including the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS). Available with Intel MKL for Linux* and Windows* operating systems.
Direct sparse solver, an iterative sparse solver, and a supporting set of sparse BLAS (level 1, 2, and 3) for solving sparse systems of equations.
Multidimensional discrete Fourier transforms (1D, 2D, 3D) with a mixed radix support (not limited to sizes of powers of 2). Distributed versions of these functions are provided for use on clusters on the Linux* and Windows* operating systems.
A set of vectorized transcendental functions called the Vector Math Library (VML). For most of the supported processors, the Intel MKL VML functions offer greater performance than the libm (scalar) functions, while keeping the same high accuracy.
The Vector Statistical Library (VSL), which offers high performance vectorized random number generators for several probability distributions, convolution and correlation routines, and summary statistics functions.

Intel MKL is thread-safe and extensively threaded using the OpenMP* technology.

For details see the Intel(R) MKL Reference Manual.

Optimization Notice
The Intel® Math Kernel Library (Intel® MKL) contains functions that are more highly optimized for Intel microprocessors than for other microprocessors. While the functions in Intel® MKL offer optimizations for both Intel and Intel-compatible microprocessors, depending on your code and other factors, you will likely get extra performance on Intel microprocessors. While the paragraph above describes the basic optimization approach for Intel® MKL as a whole, the library may or may not be optimized to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include Intel® Streaming SIMD Extensions 2 (Intel® SSE2), Intel® Streaming SIMD Extensions 3 (Intel® SSE3), and Supplemental Streaming SIMD Extensions 3 (Intel® SSSE3) instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Intel recommends that you evaluate other library products to determine which best meets your requirements.

Optimization Notice

The Intel® Math Kernel Library (Intel® MKL) contains functions that are more highly optimized for Intel microprocessors than for other microprocessors. While the functions in Intel® MKL offer optimizations for both Intel and Intel-compatible microprocessors, depending on your code and other factors, you will likely get extra performance on Intel microprocessors.

While the paragraph above describes the basic optimization approach for Intel® MKL as a whole, the library may or may not be optimized to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include Intel® Streaming SIMD Extensions 2 (Intel® SSE2), Intel® Streaming SIMD Extensions 3 (Intel® SSE3), and Supplemental Streaming SIMD Extensions 3 (Intel® SSSE3) instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors.

Intel recommends that you evaluate other library products to determine which best meets your requirements.