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Update MKLDNN_README.md (#13653)
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mseth10 authored and TaoLv committed Dec 15, 2018
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# Build/Install MXNet with MKL-DNN

A better training and inference perforamce are expected to achieved on Intel-Architecture CPUs with MXNET built with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) on multiple operating system, including Linux, Windows and MacOS.
In the following sections, you will find building instructions for MXNET with Intel MKL-DNN on Linux, MacOS and Windows.
A better training and inference performance is expected to be achieved on Intel-Architecture CPUs with MXNet built with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) on multiple operating system, including Linux, Windows and MacOS.
In the following sections, you will find build instructions for MXNet with Intel MKL-DNN on Linux, MacOS and Windows.

The detailed performance data collected on Intel Xeon CPU with MXNET built with Intel MKL-DNN can be found at [here](https://mxnet.incubator.apache.org/faq/perf.html#intel-cpu).
The detailed performance data collected on Intel Xeon CPU with MXNet built with Intel MKL-DNN can be found [here](https://mxnet.incubator.apache.org/faq/perf.html#intel-cpu).


<h2 id="0">Contents</h2>
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<h2 id="3">Windows</h2>

On Windows, you can use [Micrsoft Visual Studio 2015](https://www.visualstudio.com/vs/older-downloads/) and [Microsoft Visual Studio 2017](https://www.visualstudio.com/downloads/) to compile MXNET with Intel MKL-DNN.
On Windows, you can use [Micrsoft Visual Studio 2015](https://www.visualstudio.com/vs/older-downloads/) and [Microsoft Visual Studio 2017](https://www.visualstudio.com/downloads/) to compile MXNet with Intel MKL-DNN.
[Micrsoft Visual Studio 2015](https://www.visualstudio.com/vs/older-downloads/) is recommended.

**Visual Studio 2015**
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These commands produce a library called ```libmxnet.dll``` in the ```./build/Release/``` or ```./build/Debug``` folder.
Also ```libmkldnn.dll``` with be in the ```./build/3rdparty/mkldnn/src/Release/```

6. Make sure that all the dll files used above(such as `libmkldnn.dll`, `libmklml.dll`, `libiomp5.dll`, `libopenblas.dll`, etc) are added to the system PATH. For convinence, you can put all of them to ```\windows\system32```. Or you will come across `Not Found Dependencies` when loading mxnet.
6. Make sure that all the dll files used above(such as `libmkldnn.dll`, `libmklml.dll`, `libiomp5.dll`, `libopenblas.dll`, etc) are added to the system PATH. For convinence, you can put all of them to ```\windows\system32```. Or you will come across `Not Found Dependencies` when loading MXNet.

**Visual Studio 2017**

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msbuild mxnet.sln /p:Configuration=Release;Platform=x64 /maxcpucount
```

9. Make sure that all the dll files used above(such as `libmkldnn.dll`, `libmklml.dll`, `libiomp5.dll`, `libopenblas.dll`, etc) are added to the system PATH. For convinence, you can put all of them to ```\windows\system32```. Or you will come across `Not Found Dependencies` when loading mxnet.
9. Make sure that all the dll files used above(such as `libmkldnn.dll`, `libmklml.dll`, `libiomp5.dll`, `libopenblas.dll`, etc) are added to the system PATH. For convinence, you can put all of them to ```\windows\system32```. Or you will come across `Not Found Dependencies` when loading MXNet.

<h2 id="4">Verify MXNet with python</h2>

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