Intel® Math Kernel Library for Linux* User’s Guide October 2007 Document Number: 314774-005US World Wide Web: http://developer.intel.com Version Version Information Date -001 Original issue. Documents Intel® Math Kernel Library (Intel® MKL) 9.0 gold September 2006 release. -002 Documents Intel® MKL 9.1 beta release. “Getting Started”, “LINPACK and MP January 2007 LINPACK Benchmarks” chapters and “Support for Third-Party and Removed Interfaces” appendix added. Existing chapters extended. Document restruc- tured. List of examples added. -003 Documents Intel® MKL 9.1 gold release. Existing chapters extended. Docu- June 2007 ment restructured. More aspects of ILP64 interface discussed. Section “Config- uring Eclipse CDT to Link with Intel MKL” added to chapter 3. Cluster content is organized into one separate chapter 9 “Working with Intel® Math Kernel Library Cluster Software” and restructured, appropriate links added. -004 Documents Intel® MKL 10.0 Beta release. Layered design model has been September 2007 described in chapter 3 and the content of the entire book adjusted to the model. Automation of setting environment variables at startup has been described in chapter 4. New Intel MKL threading controls have been described in chapter 6. The User’s Guide for Intel MKL merged with the one for Intel MKL Cluster Edition to reflect consolidation of the respective products. -005 Documents Intel® MKL 10.0 Gold release. Configuring of Eclipse CDT 4.0 to October 2007 link with Intel MKL has been described in chapter 3. Intel® Compatibility OpenMP* run-time compiler library (libiomp) has been described. ii INFORMATION IN THIS DOCUMENT IS PROVIDED IN CONNECTION WITH INTEL® PRODUCTS. NO LICENSE, EXPRESS OR IMPLIED, BY ESTOPPEL OR OTHERWISE, TO ANY INTELLECTUAL PROPERTY RIGHTS IS GRANTED BY THIS DOCUMENT. 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All rights reserved. iii Contents Chapter 1 Overview Technical Support ....................................................................... 1-1 About This Document .................................................................. 1-1 Purpose................................................................................. 1-2 Audience ............................................................................... 1-2 Document Organization ........................................................... 1-2 Notational Conventions............................................................ 1-3 Chapter 2 Getting Started Checking Your Installation............................................................ 2-1 Obtaining Version Information ...................................................... 2-2 Compiler Support ....................................................................... 2-2 Before You Begin Using Intel MKL ................................................. 2-2 Chapter 3 Intel® Math Kernel Library Structure High-level Directory Structure ...................................................... 3-1 Layered Model Concept................................................................ 3-2 Layers................................................................................... 3-3 Sequential Version of the Library .................................................. 3-4 Support for ILP64 Programming.................................................... 3-5 Intel® MKL Versions ................................................................. 3-11 Directory Structure in Detail....................................................... 3-11 Dummy Libraries .................................................................. 3-19 Contents of the Documentation Directory................................. 3-19 iv Intel® Math Kernel Library User’s Guide Chapter 4 Configuring Your Development Environment Setting Environment Variables...................................................... 4-1 Automating the Process........................................................... 4-1 Configuring Eclipse CDT to Link with Intel MKL ............................... 4-2 Configuring Eclipse CDT 4.0 ..................................................... 4-2 Configuring Eclipse CDT 3.x ..................................................... 4-3 Customizing the Library Using the Configuration File ....................... 4-4 Chapter 5 Linking Your Application with Intel® Math Kernel Library Selecting Between Linkage Models................................................ 5-1 Static Linking......................................................................... 5-1 Dynamic Linking..................................................................... 5-2 Making the Choice .................................................................. 5-2 Intel MKL-specific Linking Recommendations .............................. 5-3 Link Command Syntax ................................................................ 5-3 Selecting Libraries to Link............................................................ 5-6 Linking with Threading Libraries ............................................... 5-7 More Linking Examples............................................................ 5-8 Notes on Linking .................................................................. 5-10 Building Custom Shared Objects................................................. 5-11 Intel MKL Custom Shared Object Builder.................................. 5-11 Specifying Makefile Parameters .............................................. 5-11 Specifying List of Functions.................................................... 5-12 Chapter 6 Managing Performance and Memory Using Intel® MKL Parallelism ....................................................... 6-1 Techniques to Set the Number of Threads .................................. 6-2 Avoiding Conflicts in the Execution Environment ......................... 6-3 Setting the Number of Threads Using OpenMP Environment Variable .............................................................................. 6-4 Changing the Number of Threads at Run Time............................ 6-4 Using Additional Threading Control ........................................... 6-7 Tips and Techniques to Improve Performance ............................... 6-12 Coding Techniques................................................................ 6-12 Hardware Configuration Tips .................................................. 6-13 v Contents Managing Multi-core Performance ............................................ 6-14 Operating on Denormals......................................................... 6-15 FFT Optimized Radices ........................................................... 6-15 Using Intel® MKL Memory Management ....................................... 6-15 Redefining Memory Functions.................................................. 6-16 Chapter 7 Language-specific Usage Options Using Language-Specific Interfaces with Intel® MKL ....................... 7-1 Mixed-language programming with Intel® MKL .............................