For SMT (Simultaneou Mutli Threading) or HT (Hyper Threading) enabled systems, for. e.g: "Nehalem" based machines to get best MKL performance we recommend you to set thread affinity.
Intel thread affinity environment variable KMP_AFFINITY for openMP is explained in Compiler Intel® compiler user guide topic “Thread Affinity Interface (Linux* and Windows*)”.
This article explains how to create your own OpenMP* thread mapping to OS proc IDs with Intel® C/C++ and Fortran compiler, by setting environment variable KMP_AFFINITY. It also provides some thread affinity demo results on when use different settings.
For more complete information about compiler optimizations, see our Optimization Notice.