Library Intel Math Kernel Library (Intel MKL) offers highly optimized multi-threaded execution of mathematical operations for scientific, engineering and financial applications requiring the highest performance.

It includes various mathematical functions, including libraries BLAS, LAPACK, ScaLAPACK, methods for solving sparse matrices, fast Fourier transform methods, algorithms, Vector Math, and much more. It includes features to optimize performance for next-generation Intel microarchitecture and supports better integration with Microsoft Visual Studio, Eclipse and XCode. Library Intel MKL supports full integration with the library of real-time Intel Compatibility OpenMP for more cross-platform compatibility with Windows / Linux.