Getting Started Guide

  • 2020
  • 12/16/2019
  • Public Content

Get Started with Intel® Math Kernel Library
2020
for
Linux*

Intel® Math Kernel Library (Intel® MKL) helps you achieve maximum performance with a math computing library of highly optimized, extensively threaded routines. The library has C and Fortran interfaces for most routines. You can also find comprehensive support for several math operations including:
  • Linear algebra
  • Fast Fourier transforms (FFT)
  • Vector math
  • Direct and iterative sparse solvers
  • Random number generators

Prerequisites

Step 1: Install Intel® MKL

Step 2: Select a function/routine

Select a function or routine from the Intel® MKL library that is best suited for your problem. Use these resources:
The Developer Guide contains detailed information on several topics including:
  • Compiling and linking applications
  • Building custom DLLs
  • Threading
  • Memory management
The Developer Reference (in C and Fortran formats) contains detailed descriptions of the functions and interfaces for all library domains.
Use the LAPACK Function Finding Advisor to explore LAPACK routines that are useful for a particular problem. For example, if you specify an operation as:

    Routine type: Computational

    Computational problem: orthogonal factorization

    Matrix type: general

    Operation: perform QR factorization

    Additional property of the operation: factorize without pivoting

The advisor displays the descriptions of several routines that match the requested operation. You can compare the results and select an appropriate routine for the operation.

Step 3: Link your code

Use the Intel® MKL Link Line Advisor to configure the link command according to your program features.

Training and Additional Documentation

Use these resources to learn more about Intel® MKL:
Intel® MKL Training courses
Tutorial: Using Intel® Math Kernel Library for Matrix Multiplication
This tutorial demonstrates how you can use Intel® MKL to multiply matrices, measure the performance of matrix multiplication, and control threading.
The release notes contain information specific to the latest release of Intel® MKL including new and changed features. The release notes include links to principal online information resources related to the release. You can also find information on:
  • What's New in the Release
  • Product Contents
  • Obtaining Technical Support
  • License Definitions
Related documentation, such as performance data, application notes, and examples.
The Intel® MKL product page. See this page for support and online documentation.
To access the documentation offline, you can download it from:

Notices and Disclaimers

Intel, the Intel logo, Intel Atom, Intel Core, Intel Xeon Phi, VTune and Xeon are trademarks of Intel Corporation in the U.S. and/or other countries.
*Other names and brands may be claimed as the property of others.
© Intel Corporation.
This software and the related documents are Intel copyrighted materials, and your use of them is governed by the express license under which they were provided to you (
License
). Unless the License provides otherwise, you may not use, modify, copy, publish, distribute, disclose or transmit this software or the related documents without Intel's prior written permission.
This software and the related documents are provided as is, with no express or implied warranties, other than those that are expressly stated in the License.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804