NumPy and SciPy rely on BLAS and LAPACK for basic linear algebra functionality like matrix-vector multiplication, linear system solves, or routines for eigenvalue computation. The Intel Math Kernel Library (MKL) is a mathematics library providing amongst other things fast and multithreaded implementations of BLAS and LAPACK. In this blog post, I describe how to compile NumPy and SciPy with the Intel compilers using Intel MKL on Linux. Note NumPy and SciPy can be linked to MKL without the Intel compilers by providing the proper linker options to, e.g., GCC, and I will briefly explain this as well.
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