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 2019 Update 4 packages are now ready for download.
Intel MKL is available as part of the Intel® Parallel Studio XE and Intel® System Studio. Please visit the Intel® Math Kernel Library Product Page.
Please see What's new in Intel MKL 2019 and in MKL 2019 Update 4 follow this link - https://software.intel.com/en-us/articles/intel-math-kernel-library-release-notes-and-new-features