The Intel. Math Kernel Library (Intel. MKL) provides
developers of scientific, engineering and financial
software with a set of linear algebra routines, fast
Fourier transforms, and vectorized math and random
number generation functions, all optimized for the
latest Intel. Pentium. 4 processors, Intel. XeonStreaming SIMD Extensions 3 (SSE3) and
Intel. Extended Memory 64 Technology (Intel. EM64T), and
Intel. Itanium. 2 processors. This software also
performs well on non-Intel (x86) processors.
http://www.intel.com/
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