Intel® Math Kernel Library (Intel® MKL) 11.2 Release Notes

This document provides a general summary of new features and important notes about the Intel® Math Kernel Library (Intel® MKL) software product.

Please see the following links to the online resources and documents for the latest information regarding Intel MKL:

• Intel® MKL Main Product Page
• Intel® MKL 11.2 Release Notes
• Intel® MKL 11.2 Installation Guide
• Intel® MKL 11.2 System Requirements
• Intel® MKL 11.2 Getting Started
• Intel® MKL 11.2 Bug Fixes

Links to documentation, help, and code samples can be found on the main Intel MKL product page. For technical support visit the Intel MKL technical support forum and review the articles in the Intel MKL knowledge base.

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What's New in Intel MKL 11.2 Update 1

• Introduced support for Intel® Advanced Vector Extensions 512 (Intel® AVX-512) on Intel® Xeon® processors for Windows* and Linux* versions of Intel MKL.This is in addition to the current support for Intel® AVX-512 instructions for Intel® Many Integrated Core Architecture (Intel® MIC Architecture)
• BLAS:
  • Optimized the following functions on Intel Xeon processors supporting Intel AVX-512 Instruction set:
    • (D/Z)AXPY,(S/D/C/Z)COPY, DTRMM (for cases when the triangular matrix is on right side and with no matrix transpose)
  • Optimized following BLAS Level-1 functions on Intel® Advanced Vector Extensions 2 (Intel® AVX2)both for Intel64 and IA-32 Architectures
    • (S/D)DOT,(S/D)SCAL,(S/D)ROT,(S/D)ROTM,(S/D/C/Z)SWAP,(S/D/SC/DZ)ASUM
  • Improved ?GEMM performance (serial and multithreaded) on Intel AVX2 (for IA-32 Architectures)
  • Improved ?GEMM performance for beta==0 on Intel AVX and Intel AVX2 (for Intel64 Architectures)
  • Improved DGEMM performance (serial and multithreaded) on Intel AVX (for Intel64 Architectures)
• LAPACK:
  • Introduced support for LAPACK version 3.5. New features introduced in this version are:
    • Symmetric/Hermitian LDLT factorization routines with rook pivoting algorithm
    • 2-by-1 CSD for tall and skinny matrix with orthonormal columns
  • Improved performance of (C/Z)GE(SVD/SDD) when M>=N and singular vectors are not needed
• FFT:
  • Introduced Automatic Offload mode for 1D Batch FFT on Intel MIC Architecture
  • Improved performance of Hybrid (OpenMP+MPI) Cluster FFT
  • Improved accuracy of large 1D real-to-complex transforms
• Parallel Direct Sparse Solver for Clusters:
  • Added support for many factorization steps with the same reordering (maxfct > 1)
• Intel MKL PARDISO:
  • Added support for Schur complement, including getting explicit Schur complement matrix and solving the system through Schur complement
• Sparse BLAS:
  • Optimized SpMV on Intel Xeon processor supporting Intel AVX-512 Instruction set
  • Added Sparse Matrix Checker functionality as standalone API to simplify validation of matrix structure and indices(see Sparse Matrix Checker Routines in Intel® Math Kernel Library (Intel® MKL) Reference Manual
  • Sparse BLAS API for C/C++ uses const modifier for constant parameters
• VML:
  • Introduced new Environment variable, MKL_VML_MODE to control the accuracy behavior. This Environment variable can be used to control VML functions behavior (analog of vmlSetMode() function)
  • Optimized all functions of VML on Intel Xeon Processors supporting Intel AVX-512 instruction set
  • Parallelized Sobol BRNG to improve performance on big dimensions

What's New in Intel MKL 11.2

• Intel MKL now provides optimizations for all Intel® Atom™ processors that support Intel® Streaming SIMD Extensions 4.1 (Intel® SSE4.1) and Intel® Streaming SIMD Extensions 4.2 (Intel® SSE4.2) instruction sets
• Introduced support for Intel® Advanced Vector Extensions 512 (Intel® AVX-512) instruction set with limited optimizations in BLAS, DFT and VML
• Introduced Verbose support for BLAS and LAPACK domains, which enables users to capture the input parameters to Intel MKL function calls
• Introduced support for Intel® MPI Library 5.0
• Introduced the Intel Math Kernel Library Cookbook (http://software.intel.com/en-us/mkl_cookbook) , a new document that describes how to use Intel MKL routines to solve certain complex problems
• Introduced the MKL_DIRECT_CALL or MKL_DIRECT_CALL_SEQ compilation feature that provides ?GEMM small matrix performance improvements for all processors (see the Intel® Math Kernel Library User's Guide for more details)
• Added the ability to link a Single Dynamic Library (mkl_rt) on Intel® Many Integrated Core Architecture (Intel® MIC Architecture)
• Added a customizable error handler.See the Intel Math Kernel Library Reference Manual description of mkl_set_exit_handler() for further details
• Extended the Intel® Xeon Phi™ coprocessor Automatic Offload feature with a resource sharing mechanism.See the Intel Math Kernel Library Reference Manual for the description of mkl_mic_set_resource_limit() function and the MKL_MIC_RESOURCE_LIMIT environment variable for further details
• Parallel Direct Sparse Solver for Clusters:
  • Introduced Parallel Direct Sparse Solver for Clusters, a distributed memory version of Intel MKL PARDISO direct sparse solver
  • Improved performance of the matrix gather step for distributed matrices
  • Enabled reuse of reordering information on multiple factorization steps
  • Added distributed CSR format, support of distributed matrices, RHS, and distributed solutions
  • Added support of solving of systems with multiple right hand sides
  • Added cluster support of factorization and solving steps
  • Added support for pure MPI mode and support for single OpenMP thread in hybrid configurations
• BLAS:
  • Improved threaded performance of ?GEMM for all 64-bit architectures supporting Intel® Advanced Vector Extensions 2 (Intel® AVX2)
  • Optimized ?GEMM, ?TRSM, DTRMM for the Intel AVX-512 instruction set
  • Improved performance of ?GEMM for outer product [large m, large n, small k] and tall skinny matrices [large m, medium n, small k] on Intel MIC Architecture
  • Improved performance of ?TRSM and ?SYMM in Automatic Offload mode on Intel MIC Architecture
  • Improved performance of Level 3 BLAS functions for 64-bit processors supporting Intel AVX2
  • Improved ?GEMM performance on small matrices for all processors when MKL_DIRECT_CALL or MKL_DIRECT_CALL_SEQ is defined during compilation (see the Intel® Math Kernel Library User’s Guide for more details )
  • Improved performance of DGER and DGEMM for the beta=1, k=1 case for 64-bit processors supporting Intel SSE4.2, Intel® Advanced Vector Extensions (Intel® AVX), and Intel AVX2 instruction sets
  • Optimized (D/Z)AXPY for the Intel AVX-512 instruction set
  • Optimized ?COPY for Intel AVX2 and AVX512 instruction sets
  • Optimized DGEMV for Intel AVX-512 instruction set
  • Improved performance of SSYR2K for 64-bit processors supporting Intel AVX and Intel AVX2
  • Improved threaded performance of ?AXPBY for all Intel processors
  • Improved DTRMM performance for the side=R, uplo={U,L}, transa=N, diag={N,U} cases for Intel AVX-512
• LINPACK:
  • Improved performance of matrix generation in the heterogeneous Intel® Optimized MP LINPACK Benchmark for Clusters
  • Intel MIC Architecture offload option of the Intel Optimized MP LINPACK Benchmark for Clusters package now supports Intel AVX2 hosts
  • Improved performance of the Intel Optimized MP LINPACK for Clusters package for 64-bit processors supporting Intel AVX2
• LAPACK:
  • Improved performance of ?(SY/HE)RDB
  • Improved performance of ?(SY/HE)(EV/EVD) when eigenvectors are needed
  • Improved performance of ?(SY/HE)(EV/EVR/EVD) when eigenvectors are not needed
  • Improved performance of ?GELQF,?GELS and ?GELSS for underdetermined case (M less than N)
  • Improved performance of ?GEHRD,?GEEV and ?GEES
  • Improved performance of NaN checkers in LAPACKE interfaces
  • Improved performance of ?GELSX, ?GGSVP
  • Improved performance of ?GETRF
  • Improved performance of (S/D)GE(SVD/SDD) when M>=N and singular vectors are not needed
  • Improved performance of ?POTRF UPLO=U in Automatic Offload mode on Intel MIC Architecture
  • Added Automatic Offload for ?SYRDB on Intel MIC Architecture, which speeds up ?SY(EV/EVD/EVR) when eigenvectors are not needed
• PBLAS and ScaLAPACK:
  • Enabled Automatic Offload in P?GEMM routines for large distribution blocking factors
• Sparse BLAS:
  • Optimized SpMV kernels for Intel AVX-512 instruction set
  • Added release example for diagonal format use in Sparse BLAS
  • Improved Sparse BLAS level 2 and 3 performance for systems supporting Intel SSE4.2, Intel AVX and Intel AVX2 instruction sets
• Intel MKL PARDISO:
  • Added the ability to store Intel MKL PARDISO handle to the disk for future use at any solver stage
  • Added pivot control support for unsymmetric matrices and out-of-core mode
  • Added diagonal extraction support for unsymmetric matrices and out-of-core mode
  • Added example demonstrating use of Intel MKL PARDISO as iterative solver for non-linear systems
  • Added capability to free memory taken by original matrix after factorization stage if iterative refinement is disabled
  • Improved memory estimation of out-of-core (OOC) portion size for reordering algorithm leading to improved factorization-solve performance in OOC mode
  • Improved message output from Intel MKL PARDISO
  • Added support of zero pivot during factorization for structurally symmetric cases
• Poisson library:
  • Added example demonstrating use of the Intel MKL Poisson library as a preconditioner for linear systems solves
• Extended Eigensolver:
  • Improved message output
  • Improved examples
  • Added input and output iparm parameters in predefined interfaces for solving sparse problems
• FFT:
  • Optimized FFTs for the Intel AVX-512 instruction set
  • Improved performance for non-power-of-2 length on Intel® MIC Architecture
• VML: Added v[d|s]Frac function computing fractional part for each vector element
• VSL RNG:
  • Added support of ntrial=0 in Binomial Random Number Generator
  • Improved performance of MRG32K3A and MT2203 BRNGs on Intel MIC Architecture
  • Improved performance of MT2203 BRNG on CPUs supporting Intel AVX and Intel AVX2 instruction sets
• VSL Summary Statistics:
  • Added support for group/pooled mean estimates (VSL_SS_GROUP_MEAN/VSL_SS_POOLED_MEAN)
• Data Fitting: Fixed incorrect behavior of the natural cubic spline construction function when number of breakpoints is 2 or 3
• Introduced an Intel MKL mode that ignores all settings specified by Intel MKL environment variables
  • User can set up the mode by calling mkl_set_env_mode() routine which directs Intel MKL to ignore all environment settings specific to Intel MKL so that all Intel MKL related environment variables such as MKL_NUM_THREADS, MKL_DYNAMIC, MKL_MIC_ENABLE and others are ignored; users can instead set needed parameters via Intel MKL service routines such as mkl_set_num_threads() and mkl_mic_enable()

Known Limitations:

• Windows* only : Automatic Offload on Windows with large matrices may cause data corruption or crash. There is a problem in COI: HSD4868293 (critical). COI Cannot allocate a buffer with >= 2**32 bytes and 2M pages on Windows

  Workaround: Set MKL_MIC_MAX_MEMORY=3G. Note: This issue is resolved in Intel® MPSS 3.3

Note: API symbols, order of arguments and link line have changed since Intel MKL 11.2 Beta Update 2 . (see the Intel® Math Kernel Library User's Guide for more details)

Note: Important deprecations are listed in Intel® Math Kernel Library (Intel® MKL) 11.2 Deprecations

Product Contents

Now Intel MKL consists in one package for both IA-32 and Intel® 64 architectures and in online installer

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Attributions

As referenced in the End User License Agreement, attribution requires, at a minimum, prominently displaying the full Intel product name (e.g. "Intel® Math Kernel Library") and providing a link/URL to the Intel MKL homepage (http://www.intel.com/software/products/mkl) in both the product documentation and website.

The original versions of the BLAS from which that part of Intel MKL was derived can be obtained from http://www.netlib.org/blas/index.html.

The original versions of LAPACK from which that part of Intel MKL was derived can be obtained from http://www.netlib.org/lapack/index.html. The authors of LAPACK are E. Anderson, Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen. Our FORTRAN 90/95 interfaces to LAPACK are similar to those in the LAPACK95 package at http://www.netlib.org/lapack95/index.html. All interfaces are provided for pure procedures.

The original versions of ScaLAPACK from which that part of Intel MKL was derived can be obtained from http://www.netlib.org/scalapack/index.html. The authors of ScaLAPACK are L. S. Blackford, J. Choi, A. Cleary, E. D'Azevedo, J. Demmel, I. Dhillon, J. Dongarra, S. Hammarling, G. Henry, A. Petitet, K. Stanley, D. Walker, and R. C. Whaley.

The Intel MKL Extended Eigensolver functionality is based on the Feast Eigenvalue Solver 2.0 http://www.ecs.umass.edu/~polizzi/feast/

PARDISO (PARallel DIrect SOlver)* in Intel MKL was originally developed by the Department of Computer Science at the University of Basel http://www.unibas.ch . It can be obtained at http://www.pardiso-project.org.

Some FFT functions in this release of Intel MKL have been generated by the SPIRAL software generation system (http://www.spiral.net/) under license from Carnegie Mellon University. The Authors of SPIRAL are Markus Puschel, Jose Moura, Jeremy Johnson, David Padua, Manuela Veloso, Bryan Singer, Jianxin Xiong, Franz Franchetti, Aca Gacic, Yevgen Voronenko, Kang Chen, Robert W. Johnson, and Nick Rizzolo.

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