How to install Intel MKL

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 ./

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