Hello,

I have few questions about using Intel MKL with Eigen:

1. When linking Intel MKL, will Eigen use it for small Matrices as well? As it seems Eigen is highly optimized for small Matrices I wonder if there is a benefit for that.
Is there any heuristic when to use MKL (Like there is fr when use Multi Threading)?
2. Is there a guide how to create a Static Library from Eigen? I'd like to compile Eigen with MKL as a static Lib to add to other projects.

Thank You.

I also think that Eigen should link to MKL in the Reduced Overhead Mode / Direct Call Mode:

https://software.intel.com/en-us/articl ... irect-call

Could that be done?

Also with lazy evaluation Eigen could utilize MKL's Batch GEMM Operation:

https://software.intel.com/en-us/articl ... operations

By the way, a great resource to fine tune the integration with Intel MKL:

Speed Up Small Matrix Multiplication using New Intel® Math Kernel Library Capabilities

Sparse Linear Algebra Functions in Intel® Math Kernel Library (Sparse Solvers)

I really think it would be great if Eigen could take advantage of that.