Vector Math & Miscellaneous Solvers
Intel® Math Kernel Library (Intel® MKL) includes a vector math library that speeds up computationally intensive mathematical functions. This library handles single and double precision requirements, as well as real and complex number and calculation types. Basic vector arithmetic operations include element-by-element summation, subtraction, multiplication, division, and conjugation. Rounding operations include floor, ceiling, and nearest integer.
Additional functions include:
- Square root
- Hyperbolic (inverse) error and cumulative normal distribution
- Pack and unpack
Enhanced capabilities include:
- Denormalized number handling
- Error mode control
Trust Region Algorithms
This solver provides routines for nonlinear least squares problems and Jacobian matrix calculation.
Partial Differential Equations
Calculate differential equations with trigonometric transform interface routines and a fast Poisson solver that provides solutions for simple Helmholtz equations, Poisson solvers, and Laplace transforms.