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please can I ask, how one can make from function sine series (Fourier transform) with MKL? I can do "normal" exponential FFT with MKL (Lapack of course), how can I say that I want only sine series? Many thanks

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oh, finally I have found the mkl_trig_transform... great, I will try it ;) –  lovis Feb 10 '13 at 16:12
You can also use the FFTW 3 interface to Fourier Transforms in the MKL: fftw.org/doc/… –  Bill Barth Feb 10 '13 at 16:13
Do you mean the discrete sine transform? Look for DST. –  user3734 Feb 14 '13 at 20:37

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