Intel's Math Kernel Library (MKL) - recommended
NAG numerical libraries - may be removed
Progressive Lab Exercise - Software Lab uses MKL
MKL is installed on both theWindows and Linux machines. MKL supports the Intel Fortran Compiler. Users of the Microsoft Visual C++ and Intel C/C++ compilers can also easily use the Intel Fortran version of the library.
NAG (Windows only)
NAG numerical libraries are installed on the Windows login nodes and executables can be run on batch nodes. However, it has received little use and is relatively expensive, so may be removed when the current license expires (end of 2007).
The software portion of the Progressive Lab Exercise demonstrates how to use MKL on Windows or on Linux.