Intel’s Math Kernel Library (MKL) provides highly optimized, threaded and vectorized functions to maximize performance on each processor family. It Utilises de-facto standard C and Fortran APIs for compatibility with BLAS, LAPACK and FFTW functions from other math libraries.
The MKL was installed along with the Intel compilers as part of Intel Parallel Studio. The MKL can be used with or without other Parallel Studio packages (such as the Intel compilers).
To activate just the MKL, use one of :
module load libs/binlibs/intel-mkl/2017.0
module load libs/binlibs/intel-mkl/11.2.3
Note that 2017.0 is newer than 11.2.3.
Sample C and Fortran programs demonstrating matrix multiplication
are available for version 2017.0 in the directory $MKL_SAMPLES:
$ ls $MKL_SAMPLES/
mkl_c_samples mkl_fortran_samples
To compile one of these you need to copy the samples to a directory you can write to,
ensure the MKL and the Intel compilers are both loaded,
change into the directory containing the relevant sample program (C or Fortran) then
run make to compile:
$ qrsh
$ cp -r $MKL_SAMPLES/ ~/mkl_samples
$ module load libs/binlibs/intel-mkl/2017.0
$ module load libs/binlibs/intel-mkl/2017.0
$ cd ~/mkl_samples/mkl_fortran_samples/matrix_multiplication
$ make
ifort -c src/dgemm_example.f -o release/dgemm_example.o
ifort release/dgemm_example.o -mkl -static-intel -o release/dgemm_example
ifort -c src/dgemm_with_timing.f -o release/dgemm_with_timing.o
ifort release/dgemm_with_timing.o -mkl -static-intel -o release/dgemm_with_timing
ifort -c src/matrix_multiplication.f -o release/matrix_multiplication.o
ifort release/matrix_multiplication.o -mkl -static-intel -o release/matrix_multiplication
ifort -c src/dgemm_threading_effect_example.f -o release/dgemm_threading_effect_example.o
ifort release/dgemm_threading_effect_example.o -mkl -static-intel -o release/dgemm_threading_effect_example
You should then find several compiled programs in the release directory:
$ ./release/matrix_multiplication
This example measures performance of computing the real
matrix product C=alpha*A*B+beta*C using
a triple nested loop, where A, B, and C are matrices
and alpha and beta are double precision scalars
Initializing data for matrix multiplication C=A*B for
matrix A( 2000 x 200) and matrix B( 200 x 1000)
Intializing matrix data
Making the first run of matrix product using
triple nested loop to get stable run time
measurements
Measuring performance of matrix product using
triple nested loop
== Matrix multiplication using triple nested loop ==
== completed at 184.42246 milliseconds ==
Example completed.
For documentation and a tutorial, start an interactive session
using qsh, load MKL, then run:
$ firefox $MKL_SAMPLES/mkl_fortran_samples/matrix_multiplication/tutorial/en/index.htm
The following notes are primarily for system administrators.
Intel MKL 2017.0
Installed as part of Parallel Studio Composer Edition 2017.
This modulefile was installed as
/usr/local/modulefiles/libs/binlibs/intel-mkl/2017.0.
Intel MKL 11.2.3
Installed as part of Intel Parallel Studio Composer Edition 2015 Update 3.
This modulefile was installed as
/usr/local/modulefiles/libs/binlibs/intel-mkl/11.2.3