How good is MKL?

mgstauffer · ‎10-17-2007

Hi,

I'm researching which C math library to use for a signal processing project. I need to write optimized code from a Matlab prototype. The goal is to create a commercial project so the library must allow commercial use. This is my first time using a dedicated C math library.

What's the reputation of the MKL library? What has your experience been using it? Is it generally worth it to also use the Intel C++ compiler to get the fastest possible code? How has the support been for bugs? I'm especially concerned about support since it's a closed-source lib.

Any thoughts or suggestions would be great! Thanks.

-Michael

TimP · ‎10-17-2007

You'll probably want to compare performance of several libraries, and your own or open source code for the operations important to you, at least among those which have a free trial offer. MKL has more of a Fortran than C++ orientation, consistent with the open source versions where the calling sequence is inherited from them. For some functions, you may be able to find a compiler which will perform as well for a single thread, but, if there is a threaded MKL version, it may be extremely difficult to match.
MKL support has been quite good; of course I could only be quiet about it if I didn't believe so, in view of my employment. In a few cases (probably not in signal processing), there is a compatibility issue, in that MKL must give the same results as open source references, even if there may be a bug in the reference source.
If all your performance critical operations are in the library, it won't matter whether you use Intel C++. Otherwise, the answer will be highly problem dependent, with current g++ giving full performance in more situations than MSVC++ (but of course it is awkward to use MKL with g++ on Windows, and there isn't any 64-bit g++ for Windows). There again, you have free trial options.

mgstauffer · ‎10-22-2007

Thanks Tim.

Regarding the use of Intel compiler, it makes sense when you say that it wouldn't make any difference if my performance critical operations are using the MKL, good to know.

With all respect,are there any users out therenot from Intel who care to give their $0.02?

Cheers,

Michael