MKL

Intel Math Kernel Library (Intel MKL) accelerates math processing routines that increase application performance and reduce development time. Intel MKL includes highly vectorized and threaded Linear Algebra, Fast Fourier Transforms (FFT), Vector Math and Statistics functions. The easiest way to take advantage of all of that processing power is to use a carefully optimized computing math library. Even the best compiler cant compete with the level of performance possible from a hand-optimized library. If your application already relies on the BLAS or LAPACK functionality, simply re-link with Intel MKL to get better performance on Intel and compatible architectures.