Intel® oneAPI Math Kernel Library Developer Reference - C
Intel® oneAPI Math Kernel Library (oneMKL)implements routines from the LAPACK package that are used for solving systems of linear equations, linear least squares problems, eigenvalue and singular value problems, and performing a number of related computational tasks. The library includes LAPACK routines for both real and complex data. Routines are supported for systems of equations with the following types of matrices:
General
Banded
Symmetric or Hermitian positive-definite (full, packed, and rectangular full packed (RFP) storage)
Symmetric or Hermitian positive-definite banded
Symmetric or Hermitian indefinite (both full and packed storage)
Symmetric or Hermitian indefinite banded
Triangular (full, packed, and RFP storage)
Triangular banded
Tridiagonal
Diagonally dominant tridiagonal.
Different arrays used as parameters to Intel® MKL LAPACK routines must not overlap.
LAPACK routines assume that input matrices do not contain IEEE 754 special values such as INF or NaN values. Using these special values may cause LAPACK to return unexpected results or become unstable.