Intel Math Kernel Library

The Intel Math Kernel Library (MKL) is installed on Linux systems and can be loaded using the modules environment. Just enter module load mkl to get access to the Math Kernel Library.

The MKL library is composed of highly optimized mathematical routines. It contains, among others, LAPACK, the Basic Linear Algebra Subprograms (BLAS) and the extended BLAS. For parallel computing it provides ScaLAPACK, the Basic Linear Algebra Communications Subprograms (BLACS) and the Parallel Basic Linear Algebra Subprograms (PBLAS).

Detailed information can be found on the Intel Math Kernel Library Website.

The link line for binding MKL to your application depends on the MKL functions used and if parallel or sequential use is required. You can find detailed information on the web at or contact the application support team at MPCDF.


ELPA, a library of scalable, high-performance direct solvers for symmetric/ Hermitian eigen value problems.

On MPCDF computing platforms, ELPA is provided via the environment module system.


ScaLAPACK includes routines for the solution of dense, band, and tridiagonal linear systems of equations, condition estimation and iterative refinement, for LU and Cholesky factorization, matrix inversion, full-rank linear least squares problems, orthogonal and generalized orthogonal factorizations, orthogonal transformation routines, reductions to upper Hessenberg, bidiagonal and tridiagonal form, reduction of a symmetric-definite/ Hermitian-definite generalized eigenproblem to standard form, the symmetric/Hermitian, generalized symmetric/Hermitian, the nonsymmetric eigenproblem, and the singular value decomposition. See for more information.

On the MPCDF computing platforms, ScaLAPACK is provided as part of the Intel MKL, a library of optimized mathematical routines.

MKL has to be loaded via the environment module system. It is strongly recommended to use the Intel MKL Link Line Advisor for generating correct link lines.


PETSc, the Portable Extensible Toolkit for Scientific Computation from Argonne (ANL), is a suite of data structures and routines for the uni-processor and parallel-processor solution of large-scale scientific application problems modeled by partial differential equations.

SLEPc is a software package for the solution of large sparse eigenproblems on parallel computers. It is built on top of PETSc.

Both libraries are available on MPCDF machines via environment modules.

Intel Integrated Performance Primitives

The Intel Integrated Performance Primitives API, containing highly optimized primitive operations used for digital filtering, audio and image processing, is installed on the Linux systems, and the current version can be made available by invoking module load ipp.

In-depth information can be found in the Intel IPP documentation.

Intel Threading Building Blocks

The Intel Threading Building Blocks (TBB) enables the C++ programmer to integrate (shared memory) parallel capability into the code. It is installed on Linux Systems and the current version can be made available by invoking

module load tbb

Then compiling is done in the following way:

icpc -c -o main.o -I$TBB\_HOME/include/tbb main.cpp

Linking is only possible against shared libraries, for example:

icpc -o main main.o -L$TBB\_HOME/intel64/gcc4.8 -ltbb

For detailed information please read Intel Threading Building Blocks.

GPU-enabled numerical libraries

Applications that rely on expensive library calls to standard routines from BLAS, LAPACK, FFTW, or similar may benefit from GPU-enabled libraries that can easily be used as drop-in replacements for the respective CPU libraries. Moreover, many GPU-specific libraries exist for specific purposes that may provide the functionality required for a user code.

GPU-enabled libraries bundled with NVIDIA CUDA

The NVIDIA CUDA Toolkit provides optimized numerical libraries that can be called and linked from user code in order to perform compututations on the GPUs, for example

  • cuBLAS

  • cuFFT

  • cuSPARSE

  • cuSOLVER

Please consult the NVIDIA CUDA Toolkit documentation for a comprehensive list and more detailed information. CUDA is available via the environment module ‘cuda’.


The MAGMA library provides implementations of BLAS and LAPACK routines optimized for multi-core CPU and multi-GPU systems. MAGMA is available via the environment module ‘magma’.


The NAG library is a collection of mathematical and statistical routines developed by the The Numerical Algorithms Group Ltd., Wilkinson House, Jordan Hill Road, Oxford, OX2 8DR, UK.


The NAG library is supported for Fortran and C compilers. The Fortran library is F77 style with additional modules or interfaces for usage from F90/95/2003.

At the MPCDF a campus license (i.e. for arbitrary architectures and compilers and an arbitrary number of users) is available for the serial NAG Fortran and C libraries.

The libraries are provided for Unix architectures (Linux, Solaris).


The NAG libraries are made available via the environment module system. The output of the command module avail nag provides an up-to-date list of available versions for the different compilers supported on that system. Use module help <naglib> for documentation and detailed usage instructions.

For some NAG routines the license file is also required at run-time. Therefore, execute the command module load <naglib> before starting your program.

Documentation by NAG

  • A detailed description (Fortran / C) for the major release and previous releases (e. g. numerical and statistical facilities, differences to former releases)

  • On-line documentation (Fortran / C) for the major release and previous releases (e. g. detailed description of all routines sorted by topics)

  • Installer’s Notes (Fortran / C) with details on the implementation of different releases (e. g. system and compiler options used for generating)

  • User’s Notes (Fortran / C) with detailed description and useful hints on usage (e. g. compiler and linking options, precision, sample programs, partly comparison with equivalent routines from other numerical libraries)

Watson Sparse Matrix Package

Note that licensing of WSMP has been discontinued in the course of 2020!