The Intel(R) Math Kernel Library (Intel(R) 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(R) Pentium(R) 4 processors, Intel(R)
Xeon(TM) processors with Streaming SIMD Extensions 3
(SSE3) and Intel(R) Extended Memory 64 Technology
(Intel(R) EM64T), and Intel(R) Itanium(R) 2 processors.
This software also performs well on non-Intel (x86)
processors.
http://www.intel.com/
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