®
        Intel  oneAPI Math Kernel Library
        for Windows*
        Developer Guide
             ®
        Intel  oneAPI Math Kernel Library- Windows*
        Notices and Disclaimers
        2022.2
               ®
            Intel  oneAPI Math Kernel Libraryfor Windows* Developer Guide
            Contents
                       Notices and Disclaimers.......................................................................6
                       Getting Help and Support.....................................................................7
                                                 ®
                       Introducing the Intel  oneAPI Math Kernel Library..............................8
                       Notational Conventions...................................................................... 10
                       Related Information .......................................................................... 11
                       Chapter 1: Getting Started
                             Shared Library Versioning.........................................................................12
                             CMake Config for oneMKL.........................................................................12
                             Checking Your Installation ........................................................................13
                             Setting Environment Variables...................................................................14
                             Compiler Support....................................................................................14
                             Using Code Examples...............................................................................15
                                                             ®
                             Before You Begin Using the Intel  oneAPI Math Kernel Library .......................15
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                       Chapter 2: Structure of the Intel  oneAPI Math Kernel Library
                             Architecture Support................................................................................18
                             High-level Directory Structure...................................................................18
                             Layered Model Concept ............................................................................19
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                       Chapter 3: Linking Your Application with the Intel  oneAPI Math
                          Kernel Library
                             Linking Quick Start..................................................................................21
                                   Using the /Qmkl Compiler Option ......................................................21
                                   Automatically Linking a Project in the Visual Studio* Integrated
                                                                          ®
                                      Development Environment with Intel  oneAPI Math Kernel Library ....22
                                         Automatically Linking Your Microsoft Visual C/C++* Project with
                                            oneMKL.............................................................................22
                                                                         ®
                                         Automatically Linking Your Intel  Visual Fortran Project with
                                            oneMKL.............................................................................22
                                   Using the Single Dynamic Library......................................................23
                                   Selecting Libraries to Link with..........................................................23
                                   Using the Link-line Advisor ...............................................................24
                                   Using the Command-line Link Tool.....................................................24
                             Linking Examples ....................................................................................26
                                   Linking on IA-32 Architecture Systems...............................................26
                                   Linking on Intel(R) 64 Architecture Systems .......................................26
                             Linking in Detail......................................................................................27
                                   Dynamically Selecting the Interface and Threading Layer......................28
                                   Linking with Interface Libraries .........................................................29
                                         Using the ILP64 Interface vs. LP64 Interface ..............................29
                                         Linking with Fortran 95 Interface Libraries..................................31
                                   Linking with Threading Libraries........................................................31
                                   Linking with Computational Libraries..................................................33
                                   Linking with Compiler Run-time Libraries............................................34
                                   Linking with System Libraries............................................................34
                             Building Custom Dynamic-link Libraries......................................................34
                                   Using the Custom Dynamic-link Library Builder in the Command-line
                                      Mode.........................................................................................35
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                                                                                  Contents
                            Composing a List of Functions ..........................................................37
                            Specifying Function Names...............................................................38
                            Building a Custom Dynamic-link Library in the Visual Studio*
                              Development System...................................................................38
                            Distributing Your Custom Dynamic-link Library....................................39
                       Building a Universal Windows Driver ..........................................................39
                  Chapter 4: Managing Performance and Memory
                       Improving Performance with Threading ......................................................43
                            OpenMP* Threaded Functions and Problems .......................................43
                                                   ®
                            Functions Threaded with Intel  Threading Building Blocks.....................45
                            Avoiding Conflicts in the Execution Environment..................................46
                            Techniques to Set the Number of Threads...........................................47
                            Setting the Number of Threads Using an OpenMP* Environment
                              Variable.....................................................................................47
                            Changing the Number of OpenMP* Threads at Run Time.......................48
                            Using Additional Threading Control....................................................50
                                 oneMKL-specific Environment Variables for OpenMP Threading
                                   Control.............................................................................. 50
                                 MKL_DYNAMIC.......................................................................51
                                 MKL_DOMAIN_NUM_THREADS..................................................52
                                 MKL_NUM_STRIPES ....................................................................53
                                 Setting the Environment Variables for Threading Control..............54
                            Calling oneMKL Functions from Multi-threaded Applications...................55
                                    ®
                            Using Intel  Hyper-Threading Technology ...........................................56
                            Managing Multi-core Performance......................................................57
                            Managing Performance with Heterogeneous Cores...............................58
                       Improving Performance for Small Size Problems .........................................58
                            Using MKL_DIRECT_CALL in C Applications.........................................59
                            Using MKL_DIRECT_CALL in Fortran Applications.................................59
                            Limitations of the Direct Call ............................................................60
                       Other Tips and Techniques to Improve Performance.....................................60
                            Coding Techniques ..........................................................................60
                            Improving oneMKL Performance on Specific Processors ........................61
                            Operating on Denormals ..................................................................61
                       Using Memory Functions...........................................................................62
                                             ®
                            Memory Leaks in Intel  oneAPI Math Kernel Library .............................62
                            Redefining Memory Functions ...........................................................62
                  Chapter 5: Language-specific Usage Options
                                                           ®
                       Using Language-Specific Interfaces with Intel  oneAPI Math Kernel Library......64
                            Interface Libraries and Modules.........................................................64
                            Fortran 95 Interfaces to LAPACK and BLAS .........................................65
                            Compiler-dependent Functions and Fortran 90 Modules........................66
                       Mixed-language Programming with the Intel Math Kernel Library ...................66
                            Calling LAPACK, BLAS, and CBLAS Routines from C/C++ Language
                              Environments.............................................................................67
                            Using Complex Types in C/C++.........................................................68
                            Calling BLAS Functions that Return the Complex Values in C/C++ Code..69
                  Chapter 6: Obtaining Numerically Reproducible Results
                       Getting Started with Conditional Numerical Reproducibility ...........................73
                       Specifying Code Branches.........................................................................74
                       Reproducibility Conditions.........................................................................76
                       Setting the Environment Variable for Conditional Numerical Reproducibility.....77
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                ®
            Intel  oneAPI Math Kernel Libraryfor Windows* Developer Guide
                              Code Examples.......................................................................................77
                       Chapter 7: Coding Tips
                             Example of Data Alignment.......................................................................80
                                                                              ®
                             Using Predefined Preprocessor Symbols for Intel  MKL Version-Dependent
                                Compilation........................................................................................81
                       Chapter 8: Managing Output
                             Using oneMKL Verbose Mode.....................................................................83
                                    Version Information Line..................................................................84
                                    Call Description Line........................................................................86
                                                                  ®
                       Chapter 9: Working with the Intel  oneAPI Math Kernel Library
                          Cluster Software
                             Message-Passing Interface Support............................................................90
                             Linking with oneMKL Cluster Software........................................................91
                             Determining the Number of OpenMP* Threads ............................................92
                             Using DLLs.............................................................................................92
                             Setting Environment Variables on a Cluster.................................................93
                             Interaction with the Message-passing Interface...........................................93
                             Using a Custom Message-Passing Interface.................................................94
                             Examples of Linking for Clusters................................................................95
                                    Examples for Linking a C Application..................................................95
                                    Examples for Linking a Fortran Application..........................................96
                                                                             ®
                       Chapter 10: Managing Behavior of the Intel  oneAPI Math Kernel
                          Library with Environment Variables
                              Managing Behavior of Function Domains with Environment Variables .............98
                                    Setting the Default Mode of Vector Math with an Environment Variable...98
                                    Managing Performance of the Cluster Fourier Transform Functions .........99
                                    Managing Invalid Input Checking in LAPACKE Functions...................... 100
                                                                          ®
                              Instruction Set Specific Dispatching on Intel  Architectures......................... 101
                                                                     ®
                       Chapter 11: Programming with Intel  oneAPI Math Kernel Library
                          in the Visual Studio* Integrated Development Environment
                                                                                                       ®
                              Configuring Your Integrated Development Environment to link with Intel
                                oneAPI Math Kernel Library ................................................................ 103
                                    Configuring the Microsoft Visual C/C++* Development System to Link
                                      with Intel® oneAPI Math Kernel Library......................................... 103
                                    Configuring Intel(R) Visual Fortran to Link with Intel® oneAPI Math
                                      Kernel Library........................................................................... 104
                              Getting Assistance for Programming in the Microsoft Visual Studio* IDE ....... 104
                                    Using Context-Sensitive Help.......................................................... 104
                                    Using the IntelliSense* Capability.................................................... 104
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                       Chapter 12: Intel  oneAPI Math Kernel Library Benchmarks
                             Intel Optimized LINPACK Benchmark for Windows*.................................... 107
                                    Contents...................................................................................... 107
                                    Running the Software.................................................................... 108
                                    Known Limitations......................................................................... 109
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                             Intel  Distribution for LINPACK* Benchmark.............................................. 109
                                    Overview ..................................................................................... 109
                                    Contents...................................................................................... 110
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