Intel Math Kernel Library (MKL)
Intel MKL includes a wealth of routines to accelerate application performance and reduce development time. Today's processors have increasing core counts, wider vector units and more varied architectures. The easiest way to take advantage of these features is to use a carefully optimized math library designed to harness that potential.
Core math functions in MKL include BLAS, LAPACK, ScaLAPACK, sparse solvers, fast Fourier transforms and vector math. For information about MKL, go to the Intel MKL web site.