We want to port a former project that was written in Fortran and using imsl_dll.dll into C++, and are thinking about using the Math Kernel Library.
Is the Math Kernel Library correct for us? Are there any particular aspects to which we should pay special attention? (functionality coverage, performance...) We used in the old project mostly fft functions on 2D and 3D matrices (c_fast_dft and z_fast_dft), dcmplx / cmplx, plus linear least square problem function. What are the equivalent functions in the MKL?
In addition we will need in the new project spline functions.
We are not sure which version of the imsl was used in the old project, we only possess the source code of the project, and no fortran compiler, only the run-time imsl_dll.dll, which unfortunately does not contain version information. But the dependency libraries are as follows (for Windows x64):
imsl_dll.dll 26,8 MB
libifcoremd.dll v. 10.0.101.101
libmmd.dll v. 10.0.10.2
libifportmd.dll v. 10.0.101.101
libguide40.dll v. 4.0.2007.313
Thanks in advance