Use Intel® MKL from Microsoft* office Excel

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	December 9, 2011 7:00 AM PST

Overview

Intel® Math Kernel Library (Intel® MKL) is a highly optimized, extensively threaded and thread-safe library of mathematical functions for engineering, scientific, and financial applications. Microsoft Office Excel* helps developers make more informed decisions, by using spreadsheets to analyze and share data. This article will show: how to create a Dynamic Link Library (DLL) from Intel MKL, call Intel MKL functions using a Microsoft Visual Basic for Applications (VBA), and interface with the DLL.

Building the Examples: mklinExcel.zip

There are some ways of interfacing with third party software libraries from Excel which are well documented in Excel online help, like

How to create a user-defined function in Excel 2007 or Excel 2010

Developing User-Defined Functions for Excel 2007 and Excel 2010...

Create Custom Functions in Excel 2007

How to: Access DLLs in Excel - MSDN - Explore Desktop, Web ....

Calling from EXCEL through VBA do require that the called routine support STDCALL calling convention. Intel® MKL, which contains over hundreds math functions, support both CDECL and STDCALL interfaces (see, for example, MSDN, for description of calling conventions). Thus, the best way to call Intel® MKL functions from Excel to build a custom DLL based on Intel® MKL library which support STDCALL interface.

In this article we will use Microsoft Office Excel 2007 and Microsoft Visual Studio 2005 as example.

Prerequisites:
Install Intel MKL : Intel Math Kernel Library product web page.
Install Microsoft office Excel 2007 and Microsoft Visual studio 2005

Step1: Build custom DLL by builder tools provided by Intel MKL

a. Unzip the contents of the attached zip file to your work directory, for example C:\temp\mklinExcel\builder

Enter the directory and edit the user_example_list text file with the functions you hope to use.

For example:

VDSQR

The function performs element by element squaring of the vector. For example, calculate the square of one vector a= (a1, a2, ...) and vdsqr(a)=( a1^2,a2^2,...).

Search more functions in Intel® MKL Reference Manual

b. Run the build script (makefile) using nmake

Open a Microsoft Visual Studio command prompt or add the Microsoft.NET Framework to the PATH environment variable in the command prompt

And enter the directory and type the command

>nmake libia32 threading=sequential interface=stdcall export=user_example_list name=mkl_custom MKLROOT="C:\Program Files (x86)\Intel\composer XE 2011 SP1\mkl"

This will create a dll named mkl_custom.dll if success to build as below

Notes:

The makefile provides further explanation of the parameters in comments.

The builder tool is actually available in MKL install directory. C:\Program Files (x86)\Intel\Composer XE 2011 SP1\mkl\tools\builder

Copy the builder directory (including all files) to your work directory, for example, C:\temp\builder\ and edit the makefile.

Change:

!if "$(interface)"=="std" || "$(interface)"=="stdcall" || "$(interface)"=="STD" || "$(interface)"=="STDCALL"

IFACE_LIB_32=mkl_intel_s.lib

IFACE_LIB_32_DLL=mkl_intel_s_dll.lib

!endif

Step 2. Build an example in Excel which call VDSQR() function

a. Please open the mklDllTest.xls (in C:\temp\mklinExcel) in Excel 2007.

Or you can create your own workshop in Excel and add command button as the steps. Add a button and assign a macro to it in a worksheet.

b. Click Alt+F11 start Visual Basic Editor and edit Module1 to correct path of the custom DLL

'in this example, it is
Declare Sub VDSQR Lib "C:\temp\mklinExcel\builder\mkl_custom.dll" _

(ByRef n As Integer, ByRef a As Double, ByRef r As Double)

c. Type your own VBA code in the sub procedure called CommandButton1_Click, as shown in the following code:

Private Sub CommandButton1_Click()

Dim n As Integer

Dim a() As Double

Dim b() As Double

Dim I As Integer

Dim Sum As Double

n = 3

ReDim a(n)

ReDim b(n)

For I = 0 To n

a(I) = I

Next I

Call VDSQR(n + 1, a(0), b(0))

Sum = 0

For I = 0 To n

Sum = Sum + b(I)

Next I

TextBox1.Text = "Answer 0^2+ 1^2 + 2^2 + 3^2 is " & Str(Sum)

End Sub