Developer Guide

Developer Guide for Intel® oneAPI Math Kernel Library Windows*

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Date 3/31/2023
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Document Table of Contents
Document Table of Contents x
Developer Guide for Intel® oneAPI Math Kernel Library for Windows*
Developer Guide for Intel® oneAPI Math Kernel Library for Windows* x
Getting Help and Support What's New Notational Conventions Related Information Getting Started Structure of the Intel® oneAPI Math Kernel Library Linking Your Application with the Intel® oneAPI Math Kernel Library Managing Performance and Memory Language-specific Usage Options Obtaining Numerically Reproducible Results Coding Tips Managing Output Working with the Intel® oneAPI Math Kernel Library Cluster Software Managing Behavior of the Intel® oneAPI Math Kernel Library with Environment Variables Programming with Intel® Math Kernel Library in Integrated Development Environments (IDE) Intel® oneAPI Math Kernel Library Benchmarks Appendix A: Intel® oneAPI Math Kernel Library Language Interfaces Support Appendix B: Support for Third-Party Interfaces Appendix C: Directory Structure in Detail Notices and Disclaimers
Getting Started x
Shared Library Versioning CMake Config for oneMKL Checking Your Installation Setting Environment Variables Compiler Support Using Code Examples What You Need to Know Before You Begin Using the Intel® oneAPI Math Kernel Library
Structure of the Intel® oneAPI Math Kernel Library x
Architecture Support High-level Directory Structure Layered Model Concept
Linking Your Application with the Intel® oneAPI Math Kernel Library x
Linking Quick Start Linking Examples Linking in Detail Building Custom Dynamic-link Libraries Building a Universal Windows Driver
Linking Quick Start x
Using the /Qmkl Compiler Option Automatically Linking a Project in the Visual Studio* Integrated Development Environment with Intel® oneAPI Math Kernel Library Using the Single Dynamic Library Selecting Libraries to Link with Using the Link-line Advisor Using the Command-Line Link Tool
Automatically Linking a Project in the Visual Studio* Integrated Development Environment with Intel® oneAPI Math Kernel Library x
Automatically Linking Your Microsoft Visual C/C++* Project with oneMKL Automatically Linking Your Intel® Visual Fortran Project with oneMKL
Linking Examples x
Linking on IA-32 Architecture Systems Linking on Intel(R) 64 Architecture Systems
Linking in Detail x
Dynamically Selecting the Interface and Threading Layer Linking with Interface Libraries Linking with Threading Libraries Linking with Computational Libraries Linking with Compiler Run-time Libraries Linking with System Libraries
Linking with Interface Libraries x
Using the ILP64 Interface vs. LP64 Interface Linking with Fortran 95 Interface Libraries
Building Custom Dynamic-link Libraries x
Using the Custom Dynamic-link Library Builder in the Command-line Mode Composing a List of Functions Specifying Function Names Building a Custom Dynamic-link Library in the Visual Studio* Development System Distributing Your Custom Dynamic-link Library
Managing Performance and Memory x
Improving Performance with Threading Improving Performance for Small Size Problems Other Tips and Techniques to Improve Performance Using Memory Functions
Improving Performance with Threading x
OpenMP* Threaded Functions and Problems Functions Threaded with Intel® Threading Building Blocks Avoiding Conflicts in the Execution Environment Techniques to Set the Number of Threads Setting the Number of Threads Using an OpenMP* Environment Variable Changing the Number of OpenMP* Threads at Run Time Using Additional Threading Control Calling oneMKL Functions from Multi-threaded Applications Using Intel® Hyper-Threading Technology Managing Multi-core Performance Managing Performance with Heterogeneous Cores
Using Additional Threading Control x
oneMKL-specific Environment Variables for OpenMP Threading Control MKL_DYNAMIC MKL_DOMAIN_NUM_THREADS MKL_NUM_STRIPES Setting the Environment Variables for Threading Control
Improving Performance for Small Size Problems x
Using MKL_DIRECT_CALL in C Applications Using MKL_DIRECT_CALL in Fortran Applications Limitations of the Direct Call
Other Tips and Techniques to Improve Performance x
Coding Techniques Improving oneMKL Performance on Specific Processors Operating on Denormals
Using Memory Functions x
Avoiding Memory Leaks in oneMKL Redefining Memory Functions
Language-specific Usage Options x
Using Language-Specific Interfaces with Intel® oneAPI Math Kernel Library Mixed-language Programming with the Intel Math Kernel Library
Using Language-Specific Interfaces with Intel® oneAPI Math Kernel Library x
Interface Libraries and Modules Fortran 95 Interfaces to LAPACK and BLAS Compiler-dependent Functions and Fortran 90 Modules
Mixed-language Programming with the Intel Math Kernel Library x
Calling LAPACK, BLAS, and CBLAS Routines from C/C++ Language Environments Using Complex Types in C/C++ Calling BLAS Functions that Return the Complex Values in C/C++ Code
Obtaining Numerically Reproducible Results x
Getting Started with Conditional Numerical Reproducibility Specifying Code Branches Reproducibility Conditions Setting the Environment Variable for Conditional Numerical Reproducibility Code Examples
Coding Tips x
Example of Data Alignment Using Predefined Preprocessor Symbols for Intel® MKL Version-Dependent Compilation
Managing Output x
Using oneMKL Verbose Mode
Using oneMKL Verbose Mode x
Version Information Line Call Description Line
Working with the Intel® oneAPI Math Kernel Library Cluster Software x
Message-Passing Interface Support Linking with oneMKL Cluster Software Determining the Number of OpenMP* Threads Using DLLs Setting Environment Variables on a Cluster Interaction with the Message-passing Interface Using a Custom Message-Passing Interface Examples of Linking for Clusters
Examples of Linking for Clusters x
Examples for Linking a C Application Examples for Linking a Fortran Application
Managing Behavior of the Intel® oneAPI Math Kernel Library with Environment Variables x
Managing Behavior of Function Domains with Environment Variables Instruction Set Specific Dispatching on Intel® Architectures
Managing Behavior of Function Domains with Environment Variables x
Setting the Default Mode of Vector Math with an Environment Variable Managing Performance of the Cluster Fourier Transform Functions Managing Invalid Input Checking in LAPACKE Functions
Programming with Intel® Math Kernel Library in Integrated Development Environments (IDE) x
Configuring Your Integrated Development Environment to Link with Intel® oneAPI Math Kernel Library Getting Assistance for Programming in the Microsoft Visual Studio* IDE
Configuring Your Integrated Development Environment to Link with Intel® oneAPI Math Kernel Library x
Configuring the Microsoft Visual C/C++* Development System to Link with Intel® MKL Configuring Intel® Visual Fortran to Link with Intel MKL
Getting Assistance for Programming in the Microsoft Visual Studio* IDE x
Using Context-Sensitive Help Using the IntelliSense* Capability
Intel® oneAPI Math Kernel Library Benchmarks x
Intel Optimized LINPACK Benchmark for Windows* Intel® Distribution for LINPACK* Benchmark
Intel Optimized LINPACK Benchmark for Windows* x
Contents of the Intel® Optimized LINPACK Benchmark Running the Software Known Limitations of the Intel® Optimized LINPACK Benchmark
Intel® Distribution for LINPACK* Benchmark x
Overview of the Intel® Distribution for LINPACK* Benchmark Contents of the Intel® Distribution for LINPACK* Benchmark Building the Intel® Distribution for LINPACK* Benchmark for a Customized MPI Implementation Building the Netlib HPL from Source Code Configuring Parameters Ease-of-use Command-line Parameters Running the Intel® Distribution for LINPACK* Benchmark Heterogeneous Support in the Intel® Distribution for LINPACK* Benchmark Environment Variables Improving Performance of Your Cluster
Appendix A: Intel® oneAPI Math Kernel Library Language Interfaces Support x
Language Interfaces Support, by Function Domain Include Files
Appendix B: Support for Third-Party Interfaces x
FFTW Interface Support
Appendix C: Directory Structure in Detail x
Detailed Structure of the IA-32 Architecture Directories Detailed Structure of the Intel® 64 Architecture Directories
Detailed Structure of the IA-32 Architecture Directories x
Static Libraries in the lib\\ia32 Directory Dynamic Libraries in the lib\\ia32 Directory Contents of the redist\\ia32 Directory
Detailed Structure of the Intel® 64 Architecture Directories x
Static Libraries in the lib\\intel64 Directory Dynamic Libraries in the lib\\intel64 Directory Contents of the redist\\intel64 Directory
Developer Guide for Intel® oneAPI Math Kernel Library for Windows*

Developer Guide for Intel® oneAPI Math Kernel Library for Windows*

For more documentation on this and other products, visit the oneAPI Documentation Library.

Intel® Math Kernel Library is now Intel® oneAPI Math Kernel Library (oneMKL). Documentation for older versions of Intel® Math Kernel Library is available for download only. For a list of available documentation downloads by product version, see these pages:

What's New

Intel® oneAPI Math Kernel Library (oneMKL) is a computing math library of highly optimized, extensively threaded routines for applications that require maximum performance. The library provides Fortran and C programming language interfaces. oneMKL C language interfaces can be called from applications written in either C or C++, as well as in any other language that can reference a C interface.

oneMKL provides comprehensive functionality support in these major areas of computation:

  • BLAS (level 1, 2, and 3) and LAPACK linear algebra routines, offering vector, vector-matrix, and matrix-matrix operations.
  • ScaLAPACK distributed processing linear algebra routines, as well as the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS).
  • oneMKL PARDISO (a direct sparse solver based on Parallel Direct Sparse Solver PARDISO*), an iterative sparse solver, and supporting sparse BLAS (level 1, 2, and 3) routines for solving sparse systems of equations, as well as a distributed version of oneMKL PARDISO solver provided for use on clusters.
  • Fast Fourier transform (FFT) functions in one, two, or three dimensions with support for mixed radices (not limited to sizes that are powers of 2), as well as distributed versions of these functions provided for use on clusters.
  • Vector Mathematics (VM) routines for optimized mathematical operations on vectors.
  • Vector Statistics (VS) routines, which offer high-performance vectorized random number generators (RNG) for several probability distributions, convolution and correlation routines, and summary statistics functions.
  • Data Fitting Library, which provides capabilities for spline-based approximation of functions, derivatives and integrals of functions, and search.
  • Extended Eigensolver, a shared memory programming (SMP) version of an eigensolver based on the Feast Eigenvalue Solver.

For detailed function descriptions, including calling syntax, see:

Intel® oneAPI Math Kernel Library (oneMKL) is optimized for performance on Intel processors. oneMKL also runs on non-Intel x86-compatible processors.

For Windows* and Linux* systems based on Intel® 64 Architecture, oneMKL also includes support for the Intel® Many Integrated Core Architecture (Intel® MIC Architecture) and provides libraries to help you port your applications to Intel MIC Architecture.

This document explains different aspects of Intel® oneAPI Math Kernel Library usage and helps you perform multiple tasks related to programming with Intel® oneAPI Math Kernel Library, in particular:

NOTE:

oneMKL provides limited input validation to minimize the performance overheads. It is your responsibility when using oneMKL to ensure that input data has the required format and does not contain invalid characters. These can cause unexpected behavior of the library. Examples of the inputs that may result in unexpected behavior:

  • Not-a-number (NaN) and other special floating point values
  • Large inputs may lead to accumulator overflow

As the oneMKL API accepts raw pointers, it is your application's responsibility to validate the buffer sizes before passing them to the library. The library requires subroutine and function parameters to be valid before being passed. While some oneMKL routines do limited checking of parameter errors, your application should check for NULL pointers, for example.

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

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