Intel oneAPI Math Kernel Library (Intel oneMKL) , formerly known as Intel Math Kernel Library, 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.[5][6] The library supports x86 CPUs and Intel GPUs[2] and is available for Windows and Linux operati