When running, Intel MKL allocates and deallocates internal buffers to facilitate better performance. However, in some cases this behavior may result in memory leaks.
To avoid memory leaks, you can do either of the following:
Set the MKL_DISABLE_FAST_MM environment variable to 1 or call the mkl_disable_fast_mm() function.
Be aware that this change may negatively impact performance of some Intel MKL functions, especially for small problem sizes.
Call the mkl_free_buffers() function or the mkl_thread_free_buffers() function in the current thread.
For the descriptions of the memory functions, see the Intel MKL Developer Reference, available in the Intel Software Documentation Library.