Pydiso is a python wrapper for the pardiso solver. It is currently implemented for the Intel MKL's version of pardiso. It's goal is to expose the full functionality of pardiso to python, allowing the user to customize it as necessary for their use cases.

The wrapper is written in cython and links to the mkl libraries dynamically. Therefore, it needs to find the necessary header files associated with the MKL installation to compile. For conda users, these headers can be installed with mkl-devel package that is available on the default channel, conda-forge channel, the intel channel, or others, e.g.

conda install mkl-devel

Most of the time, your respective numpy installations will then be intelligent enough to identify the location of the installed MKL. However if you run into issues automatically finding the library headers, you will need to set the MKLROOT environment variable to point to the correct location. On Linux and MacOS the mkl-rt library and mkl.h are usually in the same folder, and thus the root should point to that directory. On Windows the mkl-rt.h and mkl-rt.lib are not in the same folder but seperated a level into Library and Include directories, and in this case MKLROOT would point to the folder containing them.

After the necessary MKL files are accessible, you should be able to do the standard install script common to python packages by running either

python setup.py install

or, equivalently

pip install .

in the installation directory.