Intel® Math Kernel Library (Intel® MKL) contains a wealth of highly optimized math functions that are fundamental to a wide variety of Financial Applications.
Intel® Parallel Studio XE is a very popular product from Intel that includes the Intel® Compilers, Intel® Performance Libraries, tools for analysis, debugging and tuning, tools for MPI and the Intel® MPI Library. Did you know that some of these are available for free? Here is a guide to “what is available free” from the Intel Parallel Studio XE suites.
This article makes available third-party libraries, executables and sources that were used in the creation of Intel® Software Development Products or are required for operation of those. Intel provides this software pursuant to their applicable licenses. [Intel® Graphics Technology, Intel® Composer XE, Intel® C++ Composer XE, Intel® Application Debugger, Intel® Many Integrated Core Architecture...
Intel® MPI Benchmarks
Multidimensional Fast Fourier Transform (FFT) - selecting optimal sizes and data layout