Use the Intel Math Kernel Library (Intel MKL) when you need to perform computations with high performance. Intel MKL offers highly-optimized and extensively threaded routines which implement many types of operations.
By default, Intel MKL uses n threads, where n is the number of physical cores on the system. By restricting the number of threads and measuring the change in performance of dgemm, this exercise shows how threading impacts performance.
The exercises so far have given the basic ideas needed to get started with Intel MKL, but there are plenty of other areas to explore. The following are some controls, interfaces, and topics which you might find worth investigating further.