Power science, engineering and financial applications with this highly optimized computing math library

Intel® Math Kernel Library (Intel® MKL) is a computing math library of highly optimized, extensively threaded math routines for applications that require maximum performance. Core math functions include BLAS, LAPACK, ScaLAPACK¹, sparse solvers, fast Fourier transforms, vector math, and more.

Offering performance optimizations for current and next-generation Intel® processors, it includes improved integration with Microsoft Visual Studio*, Eclipse*, and XCode*. The Intel® MKL computing math library allows for full integration of the Intel® Compatibility OpenMP* runtime library for greater Windows*/Linux* cross-platform compatibility..

ScaLAPACK¹ is not supported under Mac OS* X.

• Outstanding performance - multicore and multiprocessor ready
• Automatic parallelization
• Standard APIs in C and Fortran
• Royalty free redistribution
• World-class technical support, knowledge base, and active Intel® MKL forum

For advanced performance and greater value, Intel® MKL is available in other products, including:

• Intel® Parallel Studio XE

• Intel® Cluster Studio XE

• Intel® C++ Studio XE

• Intel® Composer XE

• Intel® C++ Composer XE

• Intel® Fortran Composer XE

Intel® Math Kernel Library (Intel® MKL) provides extremely well-tuned BLAS and LAPACK implementations that deliver significant performance leadership over computing math library alternatives on both desktop and server processors.

Intel MKL includes a highly optimized version of ScaLAPACK on clusters and delivers significant performance improvements over the NETLIB* implementation on both desktop and server processors.

Intel MKL Fast Fourier Transforms (FFT) are highly optimized and provide significant performance gains on both desktop and server processor based systems compared with alternative libraries for medium and large transform sizes. FFTW interface wrappers are included. Support for distributed memory systems (clusters) is included with Cluster FFT.

Optimized LINPACK, Improved Performance
The Intel MKL computing math library package includes an optimized implementation of the LINPACK benchmark, which is easy to run on any Intel® architecture platform. It provides the best performance on the latest Intel® processors, getting close to the maximum Gflops supported by the underlying platform.

Vector Random Number Generators
Intel MKL Vector Statistical Library (VSL) is a collection of nine random number generators and 22 probability distributions that deliver significant performance improvements in physics, chemistry, and financial analysis.

Intel MKL provides vector implementations of computationally intensive core mathematical functions.

What's new in Intel® Math Kernel Library 10.3

Support for Intel® Advanced Vector Extensions (Intel® AVX) to SSE

• Faster floating point operations in BLAS, LAPACK, FFTs, VML and VSL functional domains on the upcoming Sandy Bridge processor

C interfaces for LAPACK and PARDISO for easier use by C developers

• C LAPACK interfaces supporting row-major ordering and support for c-style (zero-based) array indexing for PARDISO arrays

New Intel® Summary Statistics Library

• New domain covering a broad range of statistics functions

Dynamic accuracy control for VML

• New interfaces for all VML functions that include parameters for setting accuracy mode

Additional optimizations for BLAS, LAPACK, PARDISO, FFTs, and VSL

• Delivers increased performance for many algorithms