Intel Math Kernel Library (Intel MKL) is a library of optimized math routines for science, engineering, and financial applications. Core math functions include BLAS, LAPACK, ScaLAPACK, sparse solvers, fast Fourier transforms, and vector math. The routines in MKL are hand-optimized specifically for Intel processors.The library supports Intel and compatible processors and is available for Windows, Linux and OS X operating systems.