Intel Math Kernel Library

The Intel Math Kernel Library (MKL) offers to developers of scientific, engineering and financial software with a set of linear algebra routines, vectorized math and random number generation and fast Fourier transforms functions all optimized for the latest Intel Pentium 4 processors, Intel Xeon processors with Streaming SIMD Extensions 3 (SSE3) and Intel Extended Memory 64 Technology and Intel Itanium 2 processors.

This software also performs well on non-Intel (x86) processors.

Intel MKL provides linear algebra functionality with 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.

Users who prefer FORTRAN 90/95 programming language obtain opportunity to call LAPACK driver and computational subroutines via specially designed interfaces with reduced numbers of arguments. For solving sparse systems of equations, Intel MKL now provides a direct sparse solver as well as an iterative sparse solver as well as a supporting set of sparse BLAS (level 1, 2, and 3).

Intel MKL offers multidimensional discrete Fourier transforms (1D, 2D, 3D) with mixed radix support (not limited to sizes of powers of 2). Intel MKL also includes a set of vectorized transcendental functions (called the Vector Math Library (VML)) offering both greater performance and excellent accuracy compared to the libm (scalar) functions for most of the processors.

The Vector Statistical Library (VSL) offers high performance vectorized random number generators for a number of probability distributions as well as convolution and correlation routines. Intel MKL also includes a set of functions which perform basic operations (+, -, *, /) that act on intervals of floating point numbers.

This interval arithmetic package also includes a set of linear solvers. The BLAS, LAPACK, direct sparse solver (DSS), and FFT functions in Intel MKL are threaded using OpenMP*. All of Intel MKL is thread-safe.

Supported C/C++ and Fortran compilers for Windows: · Intel Visual Fortran Composer XE 2013 SP1 for Windows OS · Intel Fortran Composer XE 2015 for Windows OS · Intel Visual Fortran Compiler 13.1 for Windows OS · Intel Visual Fortran Compiler 14.0 for Windows OS · Intel Visual Fortran Compiler 15.0 for Windows OS · Intel C++ Composer XE 2013 SP1 for Windows OS · Intel C++ Composer XE 2015 for Windows* OS · Intel C++ Compiler 13.1 for Windows OS · Intel C++ Compiler 14.0 for Windows OS · Intel C++ Compiler 15.0 for Windows OS · Microsoft Visual Studio 2014 - help file and environment integration · Microsoft Visual Studio 2013 - help file and environment integration · Microsoft Visual Studio 2012 - help file and environment integration · Microsoft Visual Studio 2010 - help file and environment integration · Microsoft Visual Studio 2008 - help file and environment integration · Microsoft Windows SDK for Windows 7 (Intel 64) · Microsoft Windows Software Development Kit for Windows Server 2008 · PGI Compiler version 14.6