First thing first, some comparison between ATLAS and MKL.
ATLAS The Automatically Tuned Linear Algebra Software (ATLAS) provides a complete implementation of the BLAS API 3 and a subset of LAPACK 3. A big number of instructions-set specific optimizations are used throughout the library to achieve peak-performance on a wide variety of HW-platforms.MKL
ATLAS provides both C and Fortran interfaces.
ATLAS is available for all HW-platforms capable of running UNIX or UNIX-like operating systems as well as Windows (tm).
Intel's Math Kernel Library (MKL) implements a set of linear algebra, fast Fourier transforms and vector math functions. It includes LAPACK 3, BLAS 3 and extended BLAS and provides both C and Fortran interfaces.Download the latest stable package from ATLAS (http://sourceforge.net/projects/math-atlas/files/Stable/). The current stable version is atlas3.8.0.tar.gz. Do note that ATLAS don't like configuration on its original location, hence the need to create ATLAS_BUILD directory.
MKL is available for Windows (tm) and Linux (x86/i686 and above) only.
# cd /root # tar -xzvf atlas3.8.3.tar.gz # mkdir /root/ATLAS_BUILD # cd /root/ATLAS_BUILD # /root/ATLAS/configureYou will need to turn off CPU Throttling. For CentOS and Fedora, you will use
# /usr/bin/cpufreq-selector -g performanceFor more information, you can see my blog entry Switching off CPU Throttling on CentOS or Fedora
make make check make ptcheck make time make installBy default, ATLAS installed to /usr/local/atlas
Finally remember to add /usr/local/atlas/lib to your LD_LIBRARY_PATH