Faster Eigendecomposition (and maybe other Linear Algebra) with MKL


Just wanted to make a short post to alert people to availability of a potentially helpful init script. gs://hail-common/mkl/ will install Intel’s MKL library on the your cluster, increasing the speed of linear algebra heavy applications. We’ve only really tested the performance improvements as it relates to eigendecompositions, but at least in that case the improvement is substantial. If you’re going to have to do a large eigendecomposition, using this init script will save you a lot of time.