Intel Math Kernel Library (Intel MKL) is …
a library of optimized math routines for science, engineering, and financial applications.
Wikipedia (https://en.wikipedia.org/wiki/Math_Kernel_Library)
Intel MKL include BLAS, LAPACK, FFT, and so on. And, it’s free.
I installed intel MKL on Mac and this is the log.
Download intel MKL
Visit intel MKL web site. And, “Choose and Download”.

Choose “macOS”.

Choose “Register & Download”.

Fill out the fields and submit.

Now, you can download intel MKL.

Install MKL
Open the download file and install it.

Setting Environment Variables
In your .bashrc or .bash_profile, add the following. You may modify the path to “mklvars.sh”.
source /opt/intel/mkl/bin/mklvars.sh intel64
Test
Write the following code and save as “blas_mkl.cpp”.
Compile and Run.
> g++ -DMKL_ILP64 -m64 -I${MKLROOT}/include ${MKLROOT}/lib/libmkl_intel_ilp64.a ${MKLROOT}/lib/libmkl_intel_thread.a ${MKLROOT}/lib/libmkl_core.a -liomp5 -lpthread -lm -ldl -o blas_mkl blas_mkl.cpp
> ./blas_mkl
You can find the link line using Intel® Math Kernel Library Link Line Advisor.

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