Intel oneAPI Math Kernel Library (Intel oneMKL), formerly known as Intel Math Kernel Library, is a

library A library is a collection of Book, books, and possibly other Document, materials and Media (communication), media, that is accessible for use by its members and members of allied institutions. Libraries provide physical (hard copies) or electron ...

of optimized math routines for science, engineering, and financial applications. Core math functions include BLAS, LAPACK,

ScaLAPACK The ScaLAPACK (or Scalable LAPACK) library includes a subset of LAPACK routines redesigned for distributed memory MIMD parallel computers. It is currently written in a Single-Program-Multiple-Data style using explicit message passing for interpro ...

, sparse solvers,

fast Fourier transform A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT). A Fourier transform converts a signal from its original domain (often time or space) to a representation in ...

s, and vector math. The library supports x86 CPUs and Intel GPUs and is available for

Windows Windows is a Product lining, product line of Proprietary software, proprietary graphical user interface, graphical operating systems developed and marketed by Microsoft. It is grouped into families and subfamilies that cater to particular sec ...

and

Linux Linux ( ) is a family of open source Unix-like operating systems based on the Linux kernel, an kernel (operating system), operating system kernel first released on September 17, 1991, by Linus Torvalds. Linux is typically package manager, pac ...

operating system An operating system (OS) is system software that manages computer hardware and software resources, and provides common daemon (computing), services for computer programs. Time-sharing operating systems scheduler (computing), schedule tasks for ...

s. ''Intel oneAPI Math Kernel Library'' is not to be confused with oneMKL Interfaces, an open-source wrapper library that allows DPC++ applications to call oneMKL routines that can be offloaded to multiple hardware architectures and vendors defined during runtime.

History and licensing

Intel launched the oneAPI Math Kernel Library in November 1994, and called it Intel BLAS Library. In 1996, the library was renamed to Intel Math Kernel Library until April 2020, when intel oneMKL has become part of oneAPI initiative to support multiple hardware architectures, holding the current name Intel oneAPI Math Kernel Library. The library is available as part of oneAPI Toolkits and in a standalone form, free of charge under the terms of Intel Simplified Software License which allow redistribution. Commercial support for Intel oneMKL is available when purchased as part of oneAPI Base Toolkit. Following Apple’s transition away from x86 CPUs, Intel oneMKL last release available for

macOS macOS, previously OS X and originally Mac OS X, is a Unix, Unix-based operating system developed and marketed by Apple Inc., Apple since 2001. It is the current operating system for Apple's Mac (computer), Mac computers. With ...

is the version 2023.2.2 and it is scheduled for removal by the end of 2024.

Performance and vendor lock-in

MKL and other programs generated by the

Intel C++ Compiler Intel oneAPI DPC++/C++ Compiler and Intel C++ Compiler Classic (deprecated icc and icl is in Intel OneAPI HPC toolkit) are Intel’s C, C++, SYCL, and Data Parallel C++ (DPC++) compilers for Intel processor-based systems, available for Wind ...

and the Intel DPC++ Compiler improve performance with a technique called function multi-versioning: a function is compiled or written for many of the x86

instruction set In computer science, an instruction set architecture (ISA) is an abstract model that generally defines how software controls the CPU in a computer or a family of computers. A device or program that executes instructions described by that ISA, s ...

extensions, and at run-time a "master function" uses the CPUID instruction to select a version most appropriate for the current CPU. However, as long as the master function detects a non-Intel CPU, it almost always chooses the most basic (and slowest) function to use, regardless of what instruction sets the CPU claims to support. This has netted the system a nickname of ''"cripple AMD" routine'' since 2009. , Intel's MKL remains the numeric library installed by default along with many pre-compiled mathematical applications on Windows (such as NumPy, SymPy). Although relying on the MKL,

MATLAB MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementat ...

implemented a workaround starting with Release 2020a which ensures full support for AVX2 by the MKL also for non Intel (AMD) CPUs.

Details

Functional categories

Intel oneMKL has the following functional categories: *

Linear algebra Linear algebra is the branch of mathematics concerning linear equations such as :a_1x_1+\cdots +a_nx_n=b, linear maps such as :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrix (mathemat ...

: 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 also includes Sparse BLAS,

, Sparse Solver, Extended Eigensolver (FEAST, PARDISO), PBLAS and BLACS. MKL is even better at small dimensions tha
libxsmm
*:Since oneMKL uses standard interfaces for BLAS and LAPACK, the application which uses other implementations can get better performance on Intel and compatible processors by re-linking with MKL libraries. *oneMKL 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. Applications written with the open source FFTW can be easily ported to MKL by linking with interface wrapper libraries provided as part of MKL for easy migration. *:Cluster versions of LAPACK and FFTs are also available as part of MKL to take advantage of MPI parallelism in addition to single node parallelism from multithreading. *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 Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...

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. *

Partial Differential Equations In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives. The function is often thought of as an "unknown" that solves the equation, similar to how ...

* Nonlinear Optimization Problem Solvers Once, oneMKL included

Deep Neural Network Deep learning is a subset of machine learning that focuses on utilizing multilayered neural network (machine learning), neural networks to perform tasks such as Statistical classification, classification, Regression analysis, regression, and re ...

functions, but they were removed in version 2020 as a spin-off that originated the open-source Intel oneAPI Deep Neural Network Library.

References

External links