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Speed Up Math Computations on GPUs with Intel® oneMKL

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Overview

Learn how to speed up computation on GPUs using Intel® oneAPI Math Kernel Library (Intel® oneMKL), an award-winning, high-performance library that contains optimized threaded and vectorized math routines used for science, engineering, and financial applications.

Topics covered include:

  • An overview of oneMKL and its current support coverage across different domains.
  • Elemental methods to offload oneMKL tasks on GPUs, including using OpenMP* offload, SYCL* buffers, and SYCL interfaces.
  • Implicit and explicit scaling on multistack GPUs.

Discussion points are elaborated with sample code.

Skill level: Intermediate
 

Featured Software

Download the stand-alone version of oneMKL or as part of the Intel® oneAPI Base Toolkit.
 

Code Samples

Download a variety of samples on GitHub* for oneMKL, including:

  • Matrix Multiply: Shows how to use the oneMKL optimized matrix multiplication routines.
  • Fourier Correlation: Learn how to implement 1D and 2D Fourier correlation using SYCL, oneMKL, and Intel® oneAPI DPC++ Library (oneDPL) kernel functions.
  • Monte Carlo European: Shows how to use the library’s random-number generation (RNG) functionality to compute European option prices.

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Intel® oneAPI Math Kernel Library

Accelerate math processing routines and increase performance with advanced math routines and functions for science, engineering, or financial applications.

 

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Related Articles & Blogs

How to Use oneMKL

Accelerate LU Factorization Using Fortran, oneMKL, and OpenMP

Accelerate the 2D Fourier Correlation Algorithm

BRODA Random-Number Generator Gains Performance with oneMKL

Implement the Fourier Correlation Algorithm Using Data Parallel C++ (DPC++) and oneMKL

More Easily Profile Running a GPU App Using the Verbose Mode in oneMKL

Related Video

Implement the Fourier Correlation Algorithm in a Few Lines of Code [47:37]

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