Intel® oneAPI Math Kernel Library Documentation

  

Documentation & Code Samples

Documentation

View Current Intel® oneAPI Math Kernel Library (oneMKL) Documentation
View Legacy Intel® Math Kernel Library (Intel® MKL) Documentation

Library Linking Guidance

oneMKL Link Line Advisor

This web-based utility identifies which build options for compiler and linker to use with oneMKL, depending on the build environment you use and the feature set you want to enable.

Code Samples

Linear Algebra

 

Migration to SYCL*

  • Fourier Correlation
    Learn how to implement the Fourier correlation algorithm using SYCL, oneMKL, and Intel® oneAPI DPC++ Library (oneDPL) functions.
  • cuBLAS Migration
    Use this set of samples to see how cuBLAS routines are transformed to equivalent oneMKL routines after migrating CUDA*-based code to SYCL.
  • Matrix Multiplication cuBLAS Migrated
    Learn how to migrate your code to SYCL and use it in a high-performance way, offloading computations to GPU or CPU. See how to optimize the migration steps and improve processing time. 
  • OceanFFT Sample Code cuFFT Migration
    The OceanFFT sample simulates an ocean heightfield using oneMKL FFT functionality. Learn how original CUDA source code is migrated to SYCL for portability.
  • MonteCarloMultiGPU Sample for cuRAND Migration
    The MonteCarloMultiGPU sample evaluates fair call price for a given set of European options using the Monte Carlo approach. Learn how to migrate and map cuRAND generator calls to their oneMKL and SYCL API random number generator equivalent.

 

For Your Industry

  • Finance: Monte Carlo European Options
    See how to use the oneMKL random number generator (RNG) functionality to compute European option prices.
  • Finance: Black-Scholes
    Learn how to use vector math and the RNG available in oneMKL to calculate the prices of options using the Black-Scholes formula.
  • Healthcare: Computed Tomography Reconstruction
    Learn how to use discrete Fourier transform (DFT) routines to transform raw computed tomography (CT) data into a reconstructed image of the scanned object.

 

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Take Advantage of GPUs with SYCL*
 

Fourier Transform​

Random Number Generation

Linear Systems Solvers

Case Studies

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