NumMKL - A C++ Wrapper for Intel MKL

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Introduction

NumMKL is a C++ wrapper around Intel's Math Kernel Library (MKL) aimed at providing an easy-to-use matrix manipulation library reminiscent of Python's NumPy. Built with performance in mind, NumMKL leverages the power of Intel MKL to deliver fast and efficient matrix operations.

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Current Features (in development)

• NumPy (Python):

  import numpy as np
  A = np.empty((3, 3), dtype=np.float64)
  B = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=np.float64)

• NumMKL: Create matrices using standard constructors or initializer lists.

  nm::Matrix<double> A(3, 3);
  nm::Matrix<double> B = {{1.0, 2.0, 3.0}, {4.0, 5.0, 6.0}, {7.0, 8.0, 9.0}};

• Access matrix elements using intuitive indexing.

  double value = B[1][2];
  double value = B(1, 2);  // Accesses the element in the second row and third column.

• Perform basic operations such as addition and multiplication with ease.

  auto C = A + B;
  auto D = A * B;

Getting Started / Installation

Pre-requisites:

1. Intel MKL: Before you can use NumMKL, you need to install Intel's Math Kernel Library (MKL).

• Installing Intel HPC Toolkit: Visit Intel HPC Toolkit to download and install the toolkit, which includes MKL.

• MKL Link Line Advisor: For advanced users and to obtain specific link lines based on your configuration, use Intel's MKL Link Line Advisor.