Intel MKL

Intel Math Kernel Library (Intel MKL) is a library of optimized math routines for science, engineering, and financial applications. Core math functions include BLAS, LAPACK, ScaLAPACK, sparse solvers, fast Fourier transforms, and vector math. The routines in MKL are hand-optimized specifically for Intel processors.

Compilation

Compile with intel/2020

#Environment setup
module purge
module load intel/2020
module load intel/2020.mkl
source /cvmfs/sw.el7/intel/2020/mkl/bin/mklvars.sh intel64
    
icc -mkl <source_file.c> -o <output_binary_name>

./<output_binary_name> #Execute binary

Compile with intel/mvapich2/2.3.3

#Environment setup
module purge
module load intel/2020
module load intel/2020.mkl
module load intel/mvapich2/2.3.3
source /cvmfs/sw.el7/intel/2020/mkl/bin/mklvars.sh intel64
    
mpicc -mkl <source_file.c> -o <output_binary_name>

./<output_binary_name> #Execute binary

Compile with gcc-8.1

#Environment setup
module purge
module load gcc-8.1
module load intel/2020.mkl
source /cvmfs/sw.el7/intel/2020/mkl/bin/mklvars.sh intel64

#Program compile
gcc -L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -liomp5 -lpthread -lm -ldl  <source_file.c>  -o <output_binary_name>

#Execute binary
./<output_binary_name> 

Performance Test

To test performance, we start by running an example and perform the following calculation: C = alpha*A*B + C where A, B and C are matrices of the same dimension.

WITH MKL

	GCC	MPICC	ICC
n = 2000	0.19 s	0.14 s	0.16 s
n = 20000	51.86 s	50.01 s	49.71 s

WITHOUT MKL

References

[1] https://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/c_bindings.htm