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Intel launched the oneAPI Math Kernel Library in November 1994, and called it Intel BLAS Library. [9] In 1996, the library was renamed to Intel Math Kernel Library until April 2020, when intel oneMKL has become part of oneAPI initiative to support multiple hardware architectures, holding the current name Intel oneAPI Math Kernel Library.
The kernel calls had advantages over hard-coded loops: the library routine would be more readable, there were fewer chances for bugs, and the kernel implementation could be optimized for speed. A specification for these kernel operations using scalars and vectors , the level-1 Basic Linear Algebra Subroutines (BLAS), was published in 1979. [ 16 ]
Eigen is a vector mathematics library with performance comparable with Intel's Math Kernel Library; Hermes Project: C++/Python library for rapid prototyping of space- and space-time adaptive hp-FEM solvers. IML++ is a C++ library for solving linear systems of equations, capable of dealing with dense, sparse, and distributed matrices.
Math.NET Numerics: C. Rüegg, M. Cuda, et al. C# 2009 5.0.0 / 04.2022 Free MIT License: C# numerical analysis library with linear algebra support Matrix Template Library: Jeremy Siek, Peter Gottschling, Andrew Lumsdaine, et al. C++ 1998 4.0 / 2018 Free Boost Software License High-performance C++ linear algebra library based on Generic programming
The oneAPI specification extends existing developer programming models to enable multiple hardware architectures through a data-parallel language, a set of library APIs, and a low-level hardware interface to support cross-architecture programming. It builds upon industry standards and provides an open, cross-platform developer stack. [6] [7]
OpenBLAS is an open-source implementation of the BLAS (Basic Linear Algebra Subprograms) and LAPACK APIs with many hand-crafted optimizations for specific processor types. It is developed at the Lab of Parallel Software and Computational Science, ISCAS.
BLIS also works on processors for which custom kernels have not yet been written; in those cases, the framework relies upon portable kernel implementations that perform at a lower rate of computation. BLIS is sometimes described as a refactoring of GotoBLAS2, which was created by Kazushige Goto at the Texas Advanced Computing Center. [9]
The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C and wrappers are available for other programming languages. The GSL is part of the GNU Project and is distributed under the GNU General Public License.