Check out the new and the latest Intel® Math Kernel Library (Intel® MKL) 2017 release!
What's new in Intel MKL 2017:
Introduced optimizations for the Intel® Xeon Phi™ processor x200 (formerly Knights Landing ) self-boot platform for Windows* OS
Enabled Automatic Offload (AO) and Compiler Assisted Offload (CAO) modes for the second generation of Intel Xeon Phi coprocessor on Linux* OS
Introduced Deep Neural Networks (DNN) primitives including convolution, normalization, activation, and pooling functions intended to accelerate convolutional neural networks (CNNs) and deep neural networks on Intel® Architecture.