The Intel® Math Kernel Library (Intel® MKL) provides broad functionality for scientific and engineering use. These include:
- Linear Algebra – Basic Linear Algebra Subprograms (BLAS), LAPACK, ScaLAPACK, Sparse BLAS, Iterative Sparse Solvers, Preconditioners, Direct Sparse Solvers (PARDISO)
- FFTs – Both sequential and cluster FFTs
- Statistics – Vector Statics Library (VSL) and random number generators
- Vector Math – Vector Math Library (VML)
- PDEs – Poisson, Helmholtz solvers, trigonometric transforms
- Optimization – Trust Region Solvers
This technical paper provides a brief outline of Intel MKL, then discusses generic performance-related enhancements with regard to DGEMM and new Intel® Advanced Vector Extensions (Intel® AVX) instructions.