Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

Developer Reference for
Intel®
Math Kernel Library
2020
- Fortran

The
Intel® Math Kernel Library (Intel® MKL)
improves performance with math routines for software applications that solve large computational problems.
Intel® MKL
provides BLAS and LAPACK linear algebra routines, fast Fourier transforms, vectorized math functions, random number generation functions, and other functionality.
Revision: 099
C interface:
Developer Reference for
Intel®
Math Kernel Library
2020
- C
This publication describes the
Fortran
interface.
Basic Linear Algebra Subprograms (BLAS)
The BLAS routines provide vector, matrix-vector, and matrix-matrix operations.
Sparse BLAS
The Sparse BLAS routines provide basic operations on sparse vectors and matrices.
Sparse QR
The Sparse QR Routines provide a multifrontal sparse QR factorization method for solving a sparse system of linear equations.
LAPACK
The LAPACK routines solve systems of linear equations, least square problems, eigenvalue and singular value problems, and Sylvester's equations.
Statistical Functions
The Statistical Functions provides a set of routines implementing commonly used pseudorandom random number generators (RNG) with continuous distribution.
Direct and Iterative Sparse Solvers
Among several options for solving sparse linear systems of equations,
oneMKL
offers a direct sparse solver based on PARDISO*, which is referred to here as Intel MKL PARDISO .
Vector Mathematics Functions
The Vector Mathematics (VM) functions compute core mathematical functions on vector arguments.
Vector Statistics Functions
The Vector Statistics (VS) functions generate vectors of pseudorandom numbers with different types of statistical distributions and perform convolution and correlation computations.
Fourier Transform Functions
The Fourier Transform Functions offer several options for computing Fast Fourier Transforms (FFTs).
Optimization Notice
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
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.