Partial Differential Equations Support

The Intel® Math Kernel Library (Intel® MKL) provides tools for solving Partial Differential Equations (PDE). These tools are Trigonometric Transform interface routines (see Trigonometric Transform Routines) and Poisson Library (see Poisson Library Routines).

Poisson Library is designed for fast solving of simple Helmholtz, Poisson, and Laplace problems. The solver is based on the Trigonometric Transform interface, which is, in turn, based on the Intel MKL Fast Fourier Transform (FFT) interface (refer to Fourier Transform Functions), optimized for Intel® processors.

Direct use of the Trigonometric Transform routines may be helpful to those who have already implemented their own solvers similar to the one that the Poisson Library provides. As it may be hard enough to modify the original code so as to make it work with Poisson Library, you are encouraged to use fast (staggered) sine/cosine transforms implemented in the Trigonometric Transform interface to improve performance of your solver.

Both Trigonometric Transform and Poisson Library routines can be called from C and Fortran 90, although the interfaces description uses C convention. Fortran 90 users can find routine calls specifics in Calling PDE Support Routines from Fortran 90.