Setup MKL on Windows

This section outlines the packages you need to setup in order for CNTK to leverage Intel MKL library.

CNTK supports using the Intel MKL via a custom library version MKLML.

Installing the MKLML library:

  • Create a directory on your machine to hold MKLML, e.g.:
    mkdir c:\local\mklml_win_2018.0.3.20180406
  • Download the file Unzip it into the local folder without the versioned sub directory.

  • Quick installation check: If you followed the instruction above and used the same paths, the command dir c:\local\mklml_win_2018.0.3.20180406\lib\mklml.dll will succeed.