Intel's threaded Math Kernel Library (MKL) is a set of math libraries containing optimized BLAS, LAPACK, ScaLAPACK, FFT and other routines in the LC Linux environment. MKL is available only on LC machines with x86-based chips. Various versions of MKL are available in /usr/local/tools/mkl-<version> on CHAOS 5 systems and in /usr/tce/packages/mkl/mkl-<version> on TOSS 3 systems, where <version> is a specific version.
FFTW ("Fastest Fourier Transform in the West") is a C subroutine library for computing the Discrete Fourier Transform (DFT) in one or more dimensions, of both real and complex data, and of arbitrarily large input size. FFTW also efficiently handles multiple, strided transforms.
This Mathematical Software Overview compares the chief mathemathical subroutine libraries available and explains the lookup and support tools (including reference manuals) that help you use those libraries effectively. It also introduces a few important, commercial, interactive math tools available at LC.
This page lists available online tutorials related to parallel programming and using LC's HPC systems.