Developer Guide

Contents

Developer Guide for
Intel®
Math Kernel Library
2020
for
Windows*

070
Intel®
Math Kernel Library (
Intel® MKL
) is a computing math library of highly optimized, extensively threaded routines for applications that require maximum performance. The library provides Fortran and C programming language interfaces.
Intel® MKL
C language interfaces can be called from applications written in either C or C++, as well as in any other language that can reference a C interface.
Intel® MKL
provides comprehensive functionality support in these major areas of computation:
  • BLAS (level 1, 2, and 3) and LAPACK linear algebra routines, offering vector, vector-matrix, and matrix-matrix operations.
  • ScaLAPACK distributed processing linear algebra routines, as well as the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS).
  • Intel® MKL
    PARDISO (a direct sparse solver based on Parallel Direct Sparse Solver PARDISO*), an iterative sparse solver, and supporting sparse BLAS (level 1, 2, and 3) routines for solving sparse systems of equations, as well as a distributed version of
    Intel® MKL
    PARDISO solver provided for use on clusters.
  • Fast Fourier transform (FFT) functions in one, two, or three dimensions with support for mixed radices (not limited to sizes that are powers of 2), as well as distributed versions of these functions provided for use on clusters.
  • Vector Mathematics (VM) routines for optimized mathematical operations on vectors.
  • Vector Statistics (VS) routines, which offer high-performance vectorized random number generators (RNG) for several probability distributions, convolution and correlation routines, and summary statistics functions.
  • Data Fitting Library, which provides capabilities for spline-based approximation of functions, derivatives and integrals of functions, and search.
  • Extended Eigensolver, a shared memory programming (SMP) version of an eigensolver based on the Feast Eigenvalue Solver.
For detailed function descriptions, including calling syntax, see:
Intel®
Math Kernel Library (
Intel® MKL
) is optimized for performance on Intel processors.
Intel® MKL
also runs on non-Intel x86-compatible processors.
For Windows* and Linux* systems based on Intel® 64 Architecture,
Intel® MKL
also includes support for the Intel® Many Integrated Core Architecture (Intel® MIC Architecture) and provides libraries to help you port your applications to Intel MIC Architecture.
This document explains different aspects of
Intel® MKL
usage and helps you perform multiple tasks related to programming with
Intel® MKL
, in particular:
Intel® MKL
provides limited input validation to minimize the performance overheads. It is your responsibility when using
Intel® MKL
to ensure that input data has the required format and does not contain invalid characters. These can cause unexpected behavior of the library. Examples of the inputs that may result in unexpected behavior:
  • Not-a-number (NaN) and other special floating point values
  • Large inputs may lead to accumulator overflow
As the
Intel® MKL
API accepts raw pointers, it is your application's responsibility to validate the buffer sizes before passing them to the library. The library requires subroutine and function parameters to be valid before being passed. While some
Intel® MKL
routines do limited checking of parameter errors, your application should check for NULL pointers, for example.
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.

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