Using Intel® MKL in your C# program


Some users have asked how to call and link the Intel® Math Kernel Library (Intel® MKL) functions from their C# programs. While the standard way of interfacing with third party software libraries from C# is well documented, some of the steps in interfacing with Intel MKL specifically may still be confusing. The attached source code package is intended to show how to navigate the whole process for Intel MKL users. These examples show how to create a custom DLL from Intel MKL libraries, call those functions from their C# source, and interface with that custom DLL.

Examples are provided for calling mkl from 5 intel MKL domains 
1. dgemm.cs - BLAS (CBLAS)
2. dgeev.cs - LAPACK
3. pardiso.cs - PARDISO direct sparse solver
4. dfti_d1.cs - DFTI (the FFT interface)
5. vddiv.cs - VML vector math library

Let's take the function "dgeev" as example, The function is a typical routine in the Linear Algebra PACKage (LAPACK). It computes the eigenvalues and left and reight eigenvectors of a general matrix. As LAPACK are Fortran interface, that means scalars are passed as references, and only Fortranstyle (column-major) matrices are allowed. Many LAPACK routines use work arrays. Some array arguments may be not referenced for certain condition.   The interface in C# is like below 

[DllImport("mkl.dll", CallingConvention=CallingConvention.Cdecl)]
static extern void dgeev(ref char jobvl, ref char jobvr,
ref int n, [In, Out] double[] a, ref int lda,
[Out] double[] wr, [Out] double[] wi,
[Out] double[] vl, ref int ldvl, [Out] double[] vr, ref int ldvr,
[In, Out] double[] work, ref int lwork, ref int info);

In this LAPACK routine vr is not referenced if jobvr = 'N', and vl is not referenced if jobvl = 'N'. The 
user  can  pass  a "null"  value  in  the  case  unreferenced  arguments.  It  does  not  matter  for  automatic 
pinning but it may require additional efforts to check null values in case of passing arrays as pointers 
with fixed keyword within unsafe block. 

Building the Examples

Follow these steps to build the example programs:

  • unzip the contents of the attached zip file
  • Open a Microsoft Visual Studio command prompt or add the Microsoft.NET Framework to the PATH environment variable in another command prompt
  • Run the build script (makefile) using nmake

          >"C:\Program Files (x86)\Intel_sw_development_tools\compilers_and_libraries\windows\mkl\bin\mklvars.bat" ia32
          >nmake ia32 

  • The makefile provides further explanation of the parameters in comments

This will create custom DLL mkl.dll, which include the used functions and several executables for each of the example programs.

Example files:

Building the Examples with  Intel® MKL Single Dynamic Library

Dynamic interface libraries have been added since Intel MKL 10.3 for improving linkage from C#. It is not required to build a custom DLL. The Intel MKL library named mkl_rt.dll can be called directly from C# code. Below is an updated version of the examples. Follow the same steps and run the nmake command.

C:\Program Files (x86)\Intel_sw_development_tools\compilers_and_libraries\windows\mkl\bin\mklvars.bat" ia32
make ia32 

Example files:

Examples with Complex Data Types

The below examples are provided for calling complex data types  from 3 intel MKL domains 
1. cscal.cs - BLAS (CBLAS)
2. cgemm.cs - LAPACK
3. LAPACKE_zgesv.cs - C interface LAPACK function

There is an informative discussion in MKL Forum, please read the thread. It includes several issues:

1) System.Numerics Complex type

If you use System.Numerics Complex type, it corresponds to Z  type in MKL function : complex, double precision(64bit, 8 bytes)

for example, LAPACKE_zgesv, not LAPACKE_cgesv

2) Use the large Array >2G

2.1) .NET allow allocate large array since .NET 4.5, by set the gcAllowVeryLargeObjects = true into the config file.

2.2) when passing large array to native space, the default marshaling doesn't allow large array > 2Bb.  One workaround is to pin the array and pass a pointer to its first element to the native function with the fixed keyword:

using System.Numerics;
using System.Runtime.InteropServices;

 internal sealed unsafe class CNative
  private CNative() {}

 /**  native LAPACKE_zgesv declaration */
    [DllImport("mkl_rt.dll", CallingConvention=CallingConvention.Cdecl,
      ExactSpelling=true, SetLastError=false)]
    internal static extern int LAPACKE_zgesv(
    int matrix_layout, 
    int n,
    int nrhs,
    Complex* A,
    int lda,
    int[] ipiv,
    Complex* B,
    int ldb

public unsafe sealed class LAPACK
/** LAPACKE_zgesv wrapper */
  public static int zgesv(int matrix_layout, int n, int nrhs,
   Complex[] A, int lda, int[] ipiv,
   Complex[] B, int ldb)
      fixed (Complex* pA = &A[0])
      fixed (Complex* pB = &B[0])
      // fixed (int* pipiv = &ipiv[0])
   return CNative.LAPACKE_zgesv(matrix_layout, n, nrhs, pA, lda,
      ipiv, pB, ldb);
Per informazioni più dettagliate sulle ottimizzazioni basate su compilatore, vedere il nostro Avviso sull'ottimizzazione.