Intel Math Kernel Library (MKL)

Stata 17 introduces usage of the Intel Math Kernel Library (MKL) on compatible hardware (all Intel- and AMD-based 64-bit computers), providing deeply optimized LAPACK routines.

LAPACK stands for Linear Algebra PACKage and is a freely available set of routines for solving systems of simultaneous equations, eigenvalue problems, and singular-value problems, among others. Mata operators and functions (such as qrd(), lud(), and cholesky()) leverage LAPACK where possible for many numerical operations.

LAPACK backed by the Intel MKL provides the latest LAPACK routines heavily optimized for the 64-bit Intel x86-64 instruction set used by both modern Intel and modern AMD processors. Mata functions and operators using MKL benefit greatly in terms of performance.

And most importantly, you do not need to do anything to take advantage of the speed gains. Stata commands using these Mata functions and operators, and the Mata functions and operators themselves, will automatically use the Intel MKL on compatible hardware.

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