Intel® Math Kernel Library
- Matrix recipes using Intel MKL PARDISO, BLAS, Sparse BLAS, and LAPACK routines
- Factoring block tridiagonal symmetric positive definite matrices using BLAS and LAPACK routines demonstrates Cholesky factorization of a symmetric positive definite block tridiagonal matrix using BLAS and LAPACK routines.
- Solving a system of linear equations with block tridiagonal symmetric positive definite coefficient matrix extends the factoring recipe to solving a system of equations using BLAS and LAPACK routines.
- Computing principal angles between invariant subspaces of block triangular matrices extends the use of LAPACK SVD to the case where the subspaces are invariant subspaces of a block triangular matrix and are complementary to each other.
- Fast Fourier Transform recipes
- Numerics recipes
- Recipes for using Intel MKL in different programming environments