'''Getting It'''

Before you can use MKL you need to first set it up, a pretty easy process. MKL is available from intel in two different ways. Firstly, it is included as a part of Intel Parallel Studio XE and you simply have to ensure it is selected during the installation process. The second way is by downloading the stand alone library which is available on Intel’s website for no charge.

'''Using It'''

Once you have it set up you can easily use the library through one of two ways depending on how you got it. If you installed it with parallel studio it can be easily enabled by first enabling the Intel compiler for your project, then going to the project properties and under the Intel Performance Libraries Section, changing “Use Intel MKL” to any of the three settings. Sequential is a version of MKL that isn’t parallelized, Parallel is a version that is parallelized using OpenMP for shared memory systems, finally, cluster is intended for use with MPI in a distributed memory system. If you downloaded MKL as a standalone library you can use it by adding the include directory to your projects Include list.

Once MKL is enabled or included in your project you can use the functions by simply adding a “#include <mkl.h>” to your code.