Intel® oneAPI Math Kernel Library Cookbook

ID 758503
Date 9/27/2021

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Sparse Solvers


Ron Amos. Lecture 3: Solving Equations Using Fixed Point Iterations, University of Wisconsin CS412: Introduction to Numerical Analysis, 2010 (available at


G.D. Smith. Numerical Solution of Partial Differential Equations: Finite Difference Methods, Oxford Applied Mathematics & Computing Science Series, Oxford University Press, USA, 1986.



Fischer Black and Myron S. Scholes. The Pricing of Options and Corporate Liabilities. Journal of Political Economy, v81 issue 3, 637-654, 1973.


Hillol Kargupta, Krishnamoorthy Sivakumar, and Samiran Ghost. A Random Matrix-Based Approach for Dependency Detection from Data Streams, Proceedings of Principles of Data Mining and Knowledge Discovery, PKDD 2002: 250-262. Springer, New York, 2002.


D. Knuth. The Art of Computer Programming, Volume 2: Seminumerical Algorithms, section 3.4.2: Random Sampling and Shuffling. Algorithm P, 3rd Edition, Addison-Wesley Professional, 2014.


Using Intel® C++ Composer XE for Multiple Simple Random Sampling without Replacement, available at


Zhang Zhang, Andrey Nikolaev, and Victoriya Kardakova. Optimizing Correlation Analysis of Financial Market Data Streams Using Intel® Math Kernel Library, Intel Parallel Universe Magazine, 12: 42-48, 2012.


Tina Bosner, Bojan Crnković, and Jerko Škifić. Tension splines with application on image resampling, Mathematical Communications 19 (3), 2014, 517-529.


Yu. S. Zavyalov, B.I. Kvasov, and V. L. Miroshnichenko. Methods of Spline Functions, Nauka (in Russian), 1980.

Using Intel® oneAPI Math Kernel Library (oneMKL) in different programming environments


Intel MKL Automatic Offload enabled functions for Intel® Xeon Phi™ coprocessors (available at