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Contents
Legal Information
................................................................................ 9
Getting Help and Support................................................................... 11
Introducing the Intel
®
Math Kernel Library.........................................13
What's New........................................................................................ 15
Notational Conventions...................................................................... 17
Related Information........................................................................... 19
Chapter 1: Getting Started
Checking Your Installation.........................................................................21
Setting Environment Variables .................................................................. 21
Compiler Support.....................................................................................22
Using Code Examples............................................................................... 23
What You Need to Know Before You Begin Using the Intel
®
Math Kernel
Library............................................................................................... 23
Chapter 2: Structure of the Intel
®
Math Kernel Library
Architecture Support................................................................................ 27
High-level Directory Structure....................................................................27
Layered Model Concept.............................................................................29
Chapter 3: Linking Your Application with the Intel
®
Math Kernel Library
Linking Quick Start...................................................................................31
Using the /Qmkl Compiler Option....................................................... 31
Automatically Linking a Project in the Visual Studio* Integrated
Development Environment with Intel
®
MKL......................................32
Automatically Linking Your Microsoft Visual C/C++* Project with
Intel
®
MKL.......................................................................... 32
Automatically Linking Your Intel
®
Visual Fortran Project with
Intel
®
MKL.......................................................................... 32
Using the Single Dynamic Library.......................................................33
Selecting Libraries to Link with.......................................................... 33
Using the Link-line Advisor................................................................34
Using the Command-line Link Tool..................................................... 34
Linking Examples..................................................................................... 34
Linking on IA-32 Architecture Systems............................................... 34
Linking on Intel(R) 64 Architecture Systems........................................35
Linking in Detail.......................................................................................36
Dynamically Selecting the Interface and Threading Layer...................... 36
Linking with Interface Libraries..........................................................38
Using the cdecl and stdcall Interfaces.........................................38
Using the ILP64 Interface vs. LP64 Interface............................... 39
Using the SP2DP Interface........................................................ 41
Linking with Fortran 95 Interface Libraries.................................. 41
Linking with Threading Libraries.........................................................41
Linking with Computational Libraries.................................................. 43
Linking with Compiler Run-time Libraries............................................ 44
Contents
3
Linking with System Libraries............................................................ 44
Building Custom Dynamic-link Libraries
.......................................................45
Using the Custom Dynamic-link Library Builder in the Command-line
Mode......................................................................................... 45
Composing a List of Functions .......................................................... 46
Specifying Function Names............................................................... 47
Building a Custom Dynamic-link Library in the Visual Studio*
Development System................................................................... 48
Distributing Your Custom Dynamic-link Library.................................... 49
Chapter 4: Managing Performance and Memory
Improving Performance with Threading.......................................................51
OpenMP* Threaded Functions and Problems........................................ 51
Functions Threaded with Intel
®
Threading Building Blocks......................53
Avoiding Conflicts in the Execution Environment.................................. 54
Techniques to Set the Number of Threads........................................... 54
Setting the Number of Threads Using an OpenMP* Environment
Variable......................................................................................55
Changing the Number of OpenMP* Threads at Run Time....................... 55
Using Additional Threading Control.....................................................56
Intel MKL-specific Environment Variables for OpenMP Threading
Control...............................................................................56
MKL_DYNAMIC........................................................................57
MKL_DOMAIN_NUM_THREADS.................................................. 57
Setting the Environment Variables for Threading Control.............. 59
Calling Intel MKL Functions from Multi-threaded Applications................. 59
Using Intel
®
Hyper-Threading Technology........................................... 61
Managing Multi-core Performance...................................................... 61
Improving Performance for Small Size Problems ..........................................62
Using MKL_DIRECT_CALL in C Applications..........................................62
Using MKL_DIRECT_CALL in Fortran Applications................................. 62
Limitations of the Direct Call ............................................................ 63
Other Tips and Techniques to Improve Performance..................................... 63
Coding Techniques...........................................................................63
Improving Intel(R) MKL Performance on Specific Processors.................. 64
Operating on Denormals................................................................... 64
Fast Fourier Transform Optimized Radices...........................................64
Using Memory Functions .......................................................................... 64
Avoiding Memory Leaks in Intel MKL.................................................. 65
Redefining Memory Functions............................................................ 65
Chapter 5: Language-specific Usage Options
Using Language-Specific Interfaces with Intel
®
Math Kernel Library.................67
Interface Libraries and Modules......................................................... 67
Fortran 95 Interfaces to LAPACK and BLAS..........................................68
Compiler-dependent Functions and Fortran 90 Modules.........................69
Using the stdcall Calling Convention in C/C++..................................... 69
Compiling an Application that Calls the Intel
®
Math Kernel Library and
Uses the CVF Calling Conventions.................................................. 70
Mixed-language Programming with the Intel Math Kernel Library....................71
Intel
®
Math Kernel Library for Windows* OS Developer Guide
4
Calling LAPACK, BLAS, and CBLAS Routines from C/C++ Language
Environments
..............................................................................71
Using Complex Types in C/C++......................................................... 72
Calling BLAS Functions that Return the Complex Values in C/C++
Code..........................................................................................73
Chapter 6: Obtaining Numerically Reproducible Results
Getting Started with Conditional Numerical Reproducibility ........................... 76
Specifying the Code Branches....................................................................77
Reproducibility Conditions......................................................................... 78
Setting the Environment Variable for Conditional Numerical Reproducibility......79
Code Examples........................................................................................79
Chapter 7: Coding Tips
Example of Data Alignment....................................................................... 81
Using Predefined Preprocessor Symbols for Intel
®
MKL Version-Dependent
Compilation.........................................................................................81
Chapter 8: Managing Output
Using Intel MKL Verbose Mode...................................................................83
Version Information Line...................................................................83
Call Description Line.........................................................................84
Chapter 9: Working with the Intel
®
Math Kernel Library Cluster
Software
Message-Passing Interface Support............................................................ 87
Linking with Intel MKL Cluster Software...................................................... 88
Determining the Number of OpenMP* Threads............................................. 89
Using DLLs..............................................................................................90
Setting Environment Variables on a Cluster................................................. 90
Interaction with the Message-passing Interface............................................91
Using a Custom Message-Passing Interface................................................. 91
Examples of Linking for Clusters................................................................ 92
Examples for Linking a C Application.................................................. 93
Examples for Linking a Fortran Application.......................................... 93
Chapter 10: Using Intel
®
Math Kernel Library on Intel
®
Xeon Phi™
Coprocessors
Automatic Offload.................................................................................... 96
Automatic Offload Controls................................................................96
Setting Environment Variables for Automatic Offload.......................... 101
Compiler Assisted Offload........................................................................102
Examples of Compiler Assisted Offload..............................................103
Linking for Compiler Assisted Offload................................................ 103
Using Automatic Offload and Compiler Assisted Offload in One Application..... 104
Running Intel MKL on an Intel Xeon Phi Coprocessor in Native Mode............. 104
Using ScaLAPACK and Cluster FFT on Intel Xeon Phi Coprocessors........ 105
Examples of Linking with ScaLAPACK and Cluster FFT for Intel(R)
Many Integrated Core Architecture.......................................106
Threading Behavior of Intel MKL on Intel MIC Architecture...........................107
Improving Performance on Intel Xeon Phi Coprocessors ..............................107
Contents
5
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