Intel® Math Kernel Library for Windows
Design Parallel Algorithm: One of the advantages of using the IntelMKL is that it is multithreaded using OpenMP*. OpenMP* requires buffers to perform some operations and allocates memory even for single-processor systems and single-thread applications. This memory allocation occurs once the first time the OpenMP software is encountered in the program.

The flagship for HPC software, Intel® MKL is a set of highly optimized, thread-safe, mathematical functions for engineering, scientific, and financial applications requiring high performance.
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