Intel® Math Kernel Library (Intel® MKL) accelerates math processing and neural network routines that increase application performance and reduce development time. Intel MKL includes highly vectorized and threaded Linear Algebra, Fast Fourier Transforms (FFT), Neural Network, Vector Math and Statistics functions. The easiest way to take advantage of all of that processing power is to use a carefully optimized math library. Even the best compiler can’t compete with the level of performance possible from a hand-optimized library. If your application already relies on the BLAS or LAPACK functionality, simply re-link with Intel MKL to get better performance on Intel and compatible architectures.
 

Using Intel MKL can save development, debug and maintenance time in the long run because today's code will run optimally on future generations of Intel processors with minimal effort. Intel has engineered this ready-to-use, royalty-free library, to allow you to focus on and deliver features your customers have requested.