Intel MKL (Math Kernel Library) is a high performance math library specifically optimised for Intel processors. Its core functions include BLAS and LAPACK linear algebra routines, fast Fourier transforms and vector math functions amongst others.
Intel MKL (Math Kernel Library) is a high performance math library specifically optimised for Intel processors and explicitly parallelised with a version specifically available for High End Supercomputer clusters. Its core functions include BLAS and LAPACK linear algebra routines, fast Fourier transforms and vector math functions amongst others.
Intel MKL only supports Intel and compatible processors and is available for Windows, Linux and OS X as part of Intel® Parallel Studio and Intel® System Studio. There are free versions available for Students and Academic researchers at qualifying institutions.
The Intel® Math Kernel Library includes the following groups of routines:
- Basic Linear Algebra Subprograms (BLAS):
- vector operations
- matrix-vector operations
- matrix-matrix operations
- Sparse BLAS Level 1, 2, and 3 (basic operations on sparse vectors and matrices)
- LAPACK routines for solving systems of linear equations
- LAPACK routines for solving least squares problems, eigenvalue and singular value problems, and Sylvester's equations
- Auxiliary, utility, and test LAPACK routines
- ScaLAPACK computational, driver and auxiliary routines (only in Intel MKL for Linux* and Windows* operating systems)
- PBLAS routines for distributed vector, matrix-vector, and matrix-matrix operation
- Direct and Iterative Sparse Solver routines, including a solver based on the PARDISO* sparse solver and the Intel MKL Parallel Direct Sparse Solver for Clusters
- Direct Sparse Solver (DSS)
- Extended Eigensolver routines for solving symmetric standard or generalized symmetric definite eigenvalue problems using the Feast algorithm
- Vector Mathematical Library (VML) functions for computing core mathematical functions on vector arguments (with Fortran and C interfaces)
- Vector Statistical Library (VSL) functions for generating vectors of pseudorandom numbers with different types of statistical distributions and for performing convolution and correlation computations
- General Fast Fourier Transform (FFT) Functions, providing fast computation of Discrete Fourier Transform via the FFT algorithms and having Fortran and C interfaces
- Cluster FFT functions (only in Intel MKL for Linux* and Windows* operating systems)
- Tools for solving partial differential equations - trigonometric transform routines and Poisson solver
- Optimization Solver routines for solving nonlinear least squares problems through the Trust-Region (TR) algorithms and computing Jacobi matrix by central differences
- Basic Linear Algebra Communication Subprograms (BLACS) that are used to support a linear algebra oriented message passing interface
- Data Fitting functions for spline-based approximation of functions, derivatives and integrals of functions, and search
