MKLSparse.jl

MKLSparse.jl is a Julia package to seamlessly use the sparse functionality in MKL to speed up operations on sparse arrays in Julia. In order to use MKLSparse.jl you do not need to install Intel's MKL library nor build Julia with MKL. MKLSparse.jl will automatically download and use the MKL library for you when installed.

Matrix multiplications

Loading MKLSparse.jl will make sparse-dense matrix operations be computed using MKL.

Solving linear systems

Solving linear systems with triangular sparse matrices is supported. These matrices should be wrapped in their corresponding type, for example LowerTriangular for lower triangular matrices.

For solving general sparse linear systems using MKL we refer to Pardiso.jl.

Misc

• The integer type that should be used in order for MKL to be called is the same as used by the Julia BLAS library, see Base.USE_BLAS64.

Possible TODO's

• Wrap BLAS1 (SparseVector)
• Wrap DSS
• Wrap Incomplete LU preconditioners