Intel Math Kernel Library (MKL) provides math routines optimized for Intel CPUs. It is available free for personal and community use.
- Register and download MKL from here. I prefer to choose the full package.
- For Linux, the downloaded file is a zipped tar file. For example:
l_mkl_2019.3.199.tgz. Unzip its contents.
- Run its installer script:
$ sudo ./install.sh
The installer takes you through a console install wizard. By default, it will install to
/opt/intel. By default, it will install MKL libraries for C/C++ and Fortran. I typically request not to install the Fortran libraries which reduces the install size by half.
Tried with: Ubuntu 18.04