MKL

The Intel Math Kernel Library (Intel MKL) enables improving performance of scientific, engineering, and financial software that solves large computational problems. Intel MKL provides a set of linear algebra routines, fast Fourier transforms, as well as vectorized math and random number generation functions, all optimized for the latest Intel processors, including processors with multiple cores (see the Intel MKL Release Notes for the full list of supported processors). Intel MKL also performs well on non-Intel processors. Intel MKL is thread-safe and extensively threaded using the OpenMP technology.