The specific optimization and general support for the latest Intel® AVX2 instructions have been added in the Intel MKL v11.0. This article lists the specific functions that are optimized for Intel AVX2.
Sparse BLAS routines can be useful to implement iterative methods for solving large sparse systems of equations or eigenvalue problems
A Matrix Multiplication Routine that Updates Only the Upper or Lower Triangular Part of the Result MatrixBackground
Intel® MKL provides the general purpose BLAS* matrix multiply routines ?GEMM defined as follows: