When using matrices in MKL, I'm careful to align my columns as recommended by Intel for maximum throughput (this seems to be particularly important on the Intel Xeon Phi). MKL's BLAS interface makes it easy to deal with matrices with padded columns, since the number of rows and the size of the leading dimension are always specified separately. For example, I can specify that my matrix has 1021 rows, but that the leading dimension is 1024.
However I can't figure out how to do this with the summary statistics functions. I want to calculate a correlation matrix from the columns of a (column-major) matrix with padding in each column.
Do I have to use an indices array with all but the last few elements set to 1? This seems inconvenient and inefficient. What if I want padding in the correlation matrix?