BLAS and LAPACK
- Automatic parallelisation
- Outstanding performance - multicore and multiprocessor
- Extensive parallelism and scaling
- Royalty free redistribution
- Standard APIs in C and Fortran
- Documented wrapper examples for C#/.Net support
- World-class technical support, knowledge base and active Intel MKL forum
Intel MKL provides highly tuned BLAS and LAPACK implementations that provide significant performance leadership over alternative math libraries.
Intel MKL includes a highly optimised version of ScaLAPACK on clusters and delivers significant performance improvements over the NETLIB implementation.
Support for distributed memory systems (clusters) is included with Cluster FFT.
Fast Fourier Transforms
Intel MKL Fast Fourier Transforms are highly optimised and provide significant performance gains over alternative libraries for medium and large transform sizes. FFTW interface wrappers are included and standard Intel DFTI interfaces are supported.
The library includes both direct and iterative sparse solvers:
: A threaded, high-performance, memory efficient solver for large sparse linear systems of equations. Includes support for out-of-core memory.
Iterative—FGMRES and Conjugate Gradient Solvers
: FMGRES adds the capability to solve general sparse systems of linear equations while the Conjugate Gradient solver solves symmetric positive-definite systems
Vector Math Library
Intel MKL provides vector implementations of computationally intensive core mathematical functions.
Intel Math Kernel Library provides a range of functions for random number generation and statistical analysis:
Vector Statistical Library
: Intel MKL Vector Statistical Library (VSL) is a collection of 9 random number generators and 22 probability distributions that deliver significant performance improvements in physics, chemistry, and financial analysis
Summary Statistical Library
: includes a range of functions for statistical analysis including basic statistics, estimation of dependencies, data outlier detection, missing value replacement and much more.
Achieve outstanding performance from a math library that is highly optimised for Intel Xeon, Intel Core i7, Intel Core, Intel Pentium, and Intel Itanium processor-based systems. Intel MKL strives for competitive performance on Intel architecture compatible processors, which makes it the best choice for developers across all x86 platforms.
You are free to redistribute unlimited copies of the MKL runtime libraries with your application.
Validated for use with multiple generations of Intel and compatible processors including but not limited to: Intel Xeon Processor, Intel Core processor family and Intel Atom processor family.
Use the same API for application development on multiple operating systems: Windows, Linux and OSX.
Development tools and environments
Compatible with compilers from vendors that follow platform standards (e.g., Microsoft, GCC, Intel). Can be integrated with Microsoft Visual Studio 2008, 2010 and 2012.
Natively supports C++ and Fortran development. Cross-language compatible with Java, C#, Python and other languages.