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**What is Math Kernal Library?**
Math Kernel Library (Intel MKL) is a library of optimized math routines for science, engineering, and financial applications. Core math functions include BLAS, LAPACK, ScaLAPACK, sparse solvers, fast Fourier transforms, and vector math. The routines in MKL are hand-optimized specifically for Intel processors.

The library supports Intel processors and is available for Windows, Linux and macOS operating systems.

Main Categories for Math Kernal Library

  • Linear algebra: BLAS routines are vector-vector (Level 1),    matrix-vector(Level 2) and matrix matrix(Level 3) operations for real and complex single and double precision data. LAPACK consists of tuned LU, Cholesky and QR factorizations, eigenvalue and least squares solvers.  
  • MKL includes a variety of Fast Fourier Transforms   (FFTs) from 1D to multidimensional, complex to complex, real to    complex, and real to real transforms of arbitrary lengths.  
  • Vector math functions include computationally intensive core mathematical operations for single and double precision real and complex data types. These are similar to libm functions from compiler libraries but operate on vectors rather than scalars to provide better performance. There are various controls for setting accuracy, error mode and denormalized number handling to customize the behavior of the routines. 
  • Statistics functions include random number generators and probability distributions. optimized for multicore processors.    Also included are compute-intensive in and out-of-core routines to    compute basic statistics, estimation of dependencies etc. 
  • Data fitting functions include splines (linear, quadratic, cubic, look-up,    stepwise constant) for 1-dimensional interpolation that can be used in data analytics, geometric modeling and surface approximation applications. 
  • Deep Neural Network
  • Partial Differential Equations    
  • Nonlinear Optimization Problem Solvers

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posted Aug 31, 2018 by anonymous

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