Intel Mkl Windows building

[carstenbauer]

I don’t think that reposting parts of you OP helps to reduce the confusion. Let me try to address the points nonetheless.

@Amin_Yahyaabadi

Here it says to set your environment. How should I do that on windows?
https://github.com/JuliaLang/julia/blob/master/doc/build/build.md#intel-mkl
Also, by Make.user does it mean ‘Make.inc’?

You should read the Windows instructions if you try to build Julia on Windows. But no, Make.user means Make.user not Make.inc.

@Amin_Yahyaabadi

Also, I have not tested MKL.jl fully, but it shows some improvement in some cases for speed as I showed here in my repository: Julia-Matlab-Benchmark

@Amin_Yahyaabadi

But not for all the operations. Maybe this what you are calling its limitations.

There is no doubt that Julia + MKL has, in many cases, superior performance over Julia + OpenBLAS (see for example my matrix multiplication benchmark here). By limitations I’m refering to what is listed as limitations on MKL.jl’s github page, in particular the first point.

Again, if you have issues building Julia on Windows, it’d be great if you could share what those issues are. This way I (or someone else) might be able to provide help.