Accelerating Apache Spark MLlib with Intel Math Kernel Library (Intel MKL) - Cloudera Engineering Blog

Intel MKL is a library of optimized math routines that are hand-optimized specifically for Intel processors. For example, it includes highly-optimized routines for Linear Algebra, Fast Fourier Transforms (FFT), Vector Math and Statistics functions. These mathematical operations are building blocks for machine learning and related analytic algorithms, and thus integration with MKL delivers massive performance boost for machine learning workloads. Spark is already instrumented to take advantage of optimized implementations of these routines using netlib-java, but still requires the addition of an implementation like MKL to activate these optimizations.