Intel® Math Kernel Library (Intel® MKL) is a highly optimized, extensively threaded, and thread-safe library of mathematical functions for engineering, scientific, and financial applications that require maximum performance.
Intel MKL 2018 Update 3 packages are now ready for download.
Please see What's new in Intel MKL 2018 and in MKL 2018 Update 3 follow this link - https://software.intel.com/en-us/articles/intel-math-kernel-library-release-notes-and-new-features
I remember seeing a post about taking advantage of MKL in case I want multiply many matrices by the same matrix.
It shows that for that case I can get performance of large matrices multiplications in case of small.
Where can I access it?