The Intel Math Kernel Library provides developers of scientific and engineering software with a set of linear algebra, fast Fourier transforms and vector math functions optimized for the latest Intel Pentium 4 and Intel Itanium processors. MKL contains LAPACK, the basic linear algebra subprograms (BLAS), and the extended BLAS (sparse). In addition, there is a set of fast Fourier transforms in single- and double-precision, real and complex data types with both Fortran and C interfaces. MKL also includes a set of vectorized transcendental functions in the Vector Math Library (VML), offering both high performance and excellent accuracy compared to the libm functions for most of the processors. MKL is available for the Microsoft Windows and Linux operating systems. ??Version 5.2 of the Intel Math Kernel Library provides performance improvements on the Intel Itanium processor particularly in the Level 2 BLAS, FFTs and for DGEMM with small sizes. Performance improvements on the Intel Pen...