(*** hide ***) #I "../../out/lib/net40" #r "MathNet.Numerics.dll" #r "MathNet.Numerics.FSharp.dll" (** Intel Math Kernel Library (MKL) =============================== Math.NET Numerics is designed such that performance-sensitive algorithms can be swapped with alternative implementations by the concept of providers. There is currently only a provider for linear algebra related routines, but there are plans to add additional ones e.g. related to nonlinear optimization problems or signal processing. Providers become interesting when they can leverage a platform-native high performance library like Intel MKL instead of the default purely managed provider. Math.NET Numerics provides such a provider in the form of two NuGet packages: * MathNet.Numerics.MKL.Win-x86 * MathNet.Numerics.MKL.Win-x64 Equivalent providers for Linux can be built manually from source. In order to leverage the MKL linear algebra provider, reference the appropriate NuGet package in your project. Set "Copy to Output Directory" for both MathNet.Numerics.MKL.dll and libiomp5md.dll to "Copy always", or place the two native DLLs manually into the same directory as your application's executable. Then enable it by calling: [lang=csharp] Control.UseNativeMKL(); Alternatively you can also enable it by setting the environment variable `MathNetNumericsLAProvider=MKL`. You can also explicitly disable the MKL provider by forcing it to use the managed provider by calling: [lang=csharp] Control.UseManaged(); Licensing Restrictions ---------------------- Be aware that unlike the core of Math.NET Numerics including the native wrapper, which are both open source under the terms of the MIT/X11 license, the Intel MKL binaries themselves are closed source and non-free. The Math.NET Numerics project does own an Intel MKL license (for Windows, no longer for Linux) and thus does have the right to distribute it along Math.NET Numerics. You can therefore use the Math.NET Numerics MKL native provider for free for your own use. However, it does *not* give you any right to redistribute it again yourself to customers of your own product. **If you need to redistribute, buy a license from Intel. If unsure, contact the Intel sales team to clarify.** The Math.NET team absolutely loves open source and free access, but we also respect commercial vendors and their restricted licensing terms, and ask you to do the same. Thanks. *)