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Intel Math Kernel Library (Intel MKL) is a library of highly optimized, extensively threaded math routines for science, engineering, and financial applications that require maximum performance. Core math functions include BLAS, LAPACK, ScaLAPACK, Sparse Solvers, Fast Fourier Transforms, Vector Math, and more. Offering performance optimizations for Intel processors, it includes improved integration with Microsoft Visual Studio, Eclipse, and XCode. Intel MKL allows for full integration of the Intel compatibility OpenMP run-time library for greater Linux cross-platform compatibility.