Intel Math Kernel Library (Intel MKL) for Linux is a set of highly optimized, thread-safe, mathematical functions for engineering, scientific and financial applications requiring high performance on Intel platforms. 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. Intel MKL for Linux is compatible with Intel Fortran, Intel C++ compilers and GNU compilers on Red Hat Linux 7.2, for both IA-32 and Itanium processor-based systems.
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