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Achieving High-Performance Math Processing with Intel MKL 2017

“Many of the libraries developed in the 70s and 80s for core linear algebra and scientific math computation, such as BLAS, LAPACK, FFT, are still in use today with C, C++, Fortran, and even Python programs. With MKL, Intel has engineered a ready-to-use, royalty-free library that implements these numerical algorithms optimized specifically to take advantage of the latest features of Intel chip architectures. Even the best compiler can’t compete with the level of performance possible from a hand-optimized library. Any application that already relies on the BLAS or LAPACK functionality will achieve better performance on Intel and compatible architectures just by downloading and re-linking with Intel MKL.”