Setup MKL on Linux

The default CNTK math library is the Intel Math Kernel Library (Intel MKL). CNTK supports using the Intel MKL via a custom library version MKLML, as well as MKL-DNN in this repo

Installing the MKL-DNN and MKLML library:

• Create a directory on your machine to hold MKLML, e.g.:

sudo mkdir /usr/local/mklml

• Download the required MKLML v0.14 from the MKLML web site. Un-tar it into your MKLML path, creating a versioned sub directory within. Build MKL-DNN using MKLML and install mkl-dnn to /usr/local

sudo wget https://github.com/01org/mkl-dnn/releases/download/v0.14/mklml_lnx_2018.0.3.20180406.tgz
sudo tar -xzf mklml_lnx_2018.0.3.20180406.tgz -C /usr/local/mklml
wget --no-verbose -O - https://github.com/01org/mkl-dnn/archive/v0.14.tar.gz | tar -xzf - && \
cd mkl-dnn-0.14 && \
ln -s /usr/local external && \
mkdir -p build && \
cd build && \
cmake .. && \
make && \
sudo make install && \
cd ../.. && \
rm -rf mkl-dnn-0.14

Note: if you want to build with different MKLML versions,

• When configuring the build (cf. below), specify the option --with-mkl=<directory>, e.g., --with-mkl=/usr/local/mkl/mklml_lnx_2018.0.3.20180406.