Intel® MKL provides the general purpose BLAS* matrix multiply routines ?GEMM defined as follows:
C := alpha*op(A)*op(B) + beta*C
where alpha and beta are scalars, op(A) is an m-by-k matrix, op(B) is a k-by-n matrix, C is an m-by-n matrix, with op(X) being either X, or XT, or XH.
Intel® Math Kernel Library (Intel® MKL) contains a wealth of highly optimized math functions that are fundamental to a wide variety of Financial Applications. Intel MKL uses Industry Standard interfaces and can be easily integrated into your current application framework. The Webinar provides an overview of Intel MKL to accelerate financial applications. Topics include:
Intel recently unveiled the new Intel® Xeon Phi™ product – a coprocessor based on the Intel® Many Integrated Core architecture. Intel® Math Kernel Library (Intel® MKL) 11.0 introduces high-performance and comprehensive math functionality support for the Intel® Xeon Phi™ coprocessor. You can download the audio recording of the webinar and the presentation slides from the links below.
This page documents specific tips and the best known methods of using the Intel® Math Kernel Library on the Intel® Xeon Phi™ coprocessor. For general performance improvement recommendations of using Intel® Math Kernel Library, please see the related topics in the Intel® Math Kernel Library for Linux* OS User's Guide.
