BLAS (level 1, 2, and 3) and LAPACK linear algebra routines, offering vector, vector-matrix, and matrix-matrix operations.
ScaLAPACK distributed processing linear algebra routines, as well as the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS).
PARDISO (a direct sparse solver based on Parallel Direct Sparse Solver PARDISO*), an iterative sparse solver, and supporting sparse BLAS (level 1, 2, and 3) routines for solving sparse systems of equations, as well as a distributed version of
PARDISO solver provided for use on clusters.
Fast Fourier transform (FFT) functions in one, two, or three dimensions with support for mixed radices (not limited to sizes that are powers of 2), as well as distributed versions of these functions provided for use on clusters.
Vector Mathematics (VM) routines for optimized mathematical operations on vectors.
Vector Statistics (VS) routines, which offer high-performance vectorized random number generators (RNG) for several probability distributions, convolution and correlation routines, and summary statistics functions.
Data Fitting Library, which provides capabilities for spline-based approximation of functions, derivatives and integrals of functions, and search.
Extended Eigensolver, a shared memory programming (SMP) version of an eigensolver based on the Feast Eigenvalue Solver.