Developer Guide

Developer Guide for Intel® oneAPI Math Kernel Library Windows*

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ID 766692
Date 11/07/2023
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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 Using the /Qmkl-ilp64 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 LAPACK Routines Threaded BLAS Level1 and Level2 Routines Threaded FFT 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 oneMKL
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 and Intel® Optimized HPL-AI* 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 and Intel® Optimized HPL-AI* Benchmark x
Overview of the Intel® Distribution for LINPACK* Benchmark Overview of the Intel® Optimized HPL-AI* Benchmark Contents of the Intel® Distribution for LINPACK* Benchmark and the Intel® Optimized HPL-AI* Benchmark Building the Intel® Distribution for LINPACK* Benchmark and the Intel® Optimized HPL-AI* 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 and the Intel® Optimized HPL-AI* 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 lib32 Directory Dynamic Libraries in the lib32 Directory Contents of the bin32 Directory
Detailed Structure of the Intel® 64 Architecture Directories x
Static Libraries in the lib Directory Dynamic Libraries in the lib Directory Contents of the bin Directory
Developer Guide for Intel® oneAPI Math Kernel Library for Windows*

OpenMP* Threaded Functions and Problems

The following Intel® oneAPI Math Kernel Library (oneMKL) function domains are threaded with the OpenMP* technology:

  • Direct sparse solver.

  • LAPACK.

    For a list of threaded routines, see LAPACK Routines.

  • Level1 and Level2 BLAS.

    For a list of threaded routines, see BLAS Level1 and Level2 Routines.

  • All Level 3 BLAS and all Sparse BLAS routines except Level 2 Sparse Triangular solvers.

  • All Vector Mathematics functions (except service functions).

  • FFT.

    For a list of FFT transforms that can be threaded, see Threaded FFT Problems.

Product and Performance Information

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

Notice revision #20201201

LAPACK Routines

In this section, ? stands for a precision prefix of each flavor of the respective routine and may have the value of s, d, c, or z.

The following LAPACK routines are threaded with OpenMP*:

  • Linear equations, computational routines:
    • Factorization: ?getrf, ?getrfnpi, ?gbtrf, ?potrf, ?pptrf, ?sytrf, ?hetrf, ?sptrf, ?hptrf
    • Solving: ?dttrsb, ?gbtrs, ?gttrs, ?pptrs, ?pbtrs, ?pttrs, ?sytrs, ?sptrs, ?hptrs, ?tptrs, ?tbtrs
  • Orthogonal factorization, computational routines:
    ?geqrf, ?ormqr, ?unmqr, ?ormlq, ?unmlq, ?ormql, ?unmql, ?ormrq, ?unmrq
  • Singular Value Decomposition, computational routines:
    ?gebrd, ?bdsqr
  • Symmetric Eigenvalue Problems, computational routines:
    ?sytrd, ?hetrd, ?sptrd, ?hptrd, ?steqr, ?stedc    .
  • Generalized Nonsymmetric Eigenvalue Problems, computational routines:
    chgeqz/zhgeqz    .

A number of other LAPACK routines, which are based on threaded LAPACK or BLAS routines, make effective use of OpenMP* parallelism:
?gesv, ?posv, ?gels, ?gesvd, ?syev, ?heev, cgegs/zgegs, cgegv/zgegv, cgges/zgges, cggesx/zggesx, cggev/zggev, cggevx/zggevx, and so on.

Threaded BLAS Level1 and Level2 Routines

In the following list, ? stands for a precision prefix of each flavor of the respective routine and may have the value of s, d, c, or z.

The following routines are threaded with OpenMP*:

  • Level1 BLAS:
    ?axpy, ?copy, ?swap, ddot/sdot, cdotc, drot/srot
  • Level2 BLAS:
    ?gemv, ?trsv, ?trmv, dsyr/ssyr, dsyr2/ssyr2, dsymv/ssymv

Threaded FFT Problems

The following characteristics of a specific problem determine whether your FFT computation may be threaded with OpenMP*:

  • rank
  • domain
  • size/length
  • precision (single or double)
  • placement (in-place or out-of-place)
  • strides
  • number of transforms
  • layout (for example, interleaved or split layout of complex data)

Most FFT problems are threaded. In particular, computation of multiple transforms in one call (number of transforms > 1) is threaded. Details of which transforms are threaded follow.

One-dimensional (1D) transforms

1D transforms are threaded in many cases.

1D complex-to-complex (c2c) transforms of size N using interleaved complex data layout are threaded under the following conditions depending on the architecture:

Architecture

Conditions

Intel® 64

N is a power of 2, log2(N) > 9, the transform is double-precision out-of-place, and input/output strides equal 1.

IA-32

N is a power of 2, log2(N) > 13, and the transform is single-precision.

N is a power of 2, log2(N) > 14, and the transform is double-precision.

Any

N is composite, log2(N) > 16, and input/output strides equal 1.

1D complex-to-complex transforms using split-complex layout are not threaded.

Multidimensional transforms

All multidimensional transforms on large-volume data are threaded.

Parent topic: Improving Performance with Threading
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