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 mklml_win_2018.0.3.20180406.zip. 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.