Intel Math Kernel Library (Intel MKL) for Windows is a set of highly optimized, thread-safe, mathematical functions for engineering, scientific and financial applications requiring high performance on Intel platforms. Intel MKL for Windows is compatible with Windows Server 2003, Windows XP, and for the Itanium processor family, the Microsoft Platform Software Development Kit. The functional areas of the library include Linear Algebra (BLAS, LAPACK, DSS), Discrete Fourier Transforms (DFT), PARDISO Direct Sparse Solver, Vector Math Library (VML) and Vector Statistical Library (VSL) random number generators.
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