How to install Intel MKL

Intel Math Kernel Library (MKL) provides implementations for common math routines like BLAS that are 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