Intel® Math Kernel Library(MKL)

Performance: Ready to Use
Intel® Math Kernel Library (Intel® MKL) includes a wealth of routines to accelerate application performance and reduce development time. Today’s processors have increasing core counts, wider vector units and more varied architectures. The easiest way to take advantage of all of that processing power is to use a carefully optimized computing math library designed to harness that potential. Even the best compiler can’t compete with the level of performance possible from a hand-optimized library.


Because Intel has done the engineering on these ready-to-use, royalty-free functions, you’ll not only have more time to develop new features for your application, but in the long run you’ll also save development, debug and maintenance time while knowing that the code you write today will run optimally on future generations of Intel processors.

Intel® MKL includes highly vectorized and threaded Linear Algebra, Fast Fourier Transforms (FFT), Vector Math and Statistics functions. Through a single C or Fortran API call, these functions automatically scale across previous, current and future processor architectures by selecting the best code path for each.

Intel数学核心函数库（MKL）是一套高度优化、线程安全的数学例程、函数，面向高性能的工程、科学与财务应用。英特尔 MKL 的集群版本包括 ScaLAPACK 与分布式内存快速傅立叶转换，并提供了线性代数 (BLAS、LAPACK 和Sparse Solver)、快速傅立叶转换、矢量数学 (Vector Math) 与随机号码生成器支持。
主要包括：
① LAPACK (线形代数工具linear algebra package)
② DFTs (离散傅立叶变换 Discrete Fourier transforms)
③ VML (矢量数学库Vector Math Library)
④ VSL (矢量统计库Vector Statistical Library)

参考资料：

1）http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mklman/index.htm

2）http://software.intel.com/en-us/intel-mkl/