Using MKL Library in C#

[ramkeshr]

Hello, I am working on a project where the ultimate aim is to use the MKL library to perform a large number of matrix operations. Would it be more optimal for me to somehow try to import the necessary functions from the MKL library into C# directly or create my own custom DLL in C++ (using functions from the MKL library) and import that DLL into C#? Is there a time or efficiency gain in using either method?

Thanks

[VipinKumar_E_Intel]

Have you taken a look at these articles on using MKL in C#? 
https://software.intel.com/en-us/articles/using-intel-mkl-in-your-c-program

https://software.intel.com/en-us/articles/some-more-additional-tips-how-to-call-mkl-from-your-c-code

Both the above articles talk about the creating custom dll, and that should improve the efficiency of loading the dlls in your application.