Intel® Math Kernel Library 2018 Developer Reference - C
Frees unused memory allocated by the Intel MKL Memory Allocator in the current thread.
void mkl_thread_free_buffers (void);
To improve performance of Intel MKL, the Memory Allocator uses per-thread memory pools where buffers may be collected for fast reuse. The mkl_thread_free_buffers function frees unused memory allocated by the Memory Allocator in the current thread only.
You should call mkl_thread_free_buffers after the last call to Intel MKL functions in the current thread. In large applications, if you suspect that the memory may get insufficient, you may call this function earlier, but anticipate a drop in performance that may occur due to reallocation of buffers for subsequent calls to Intel MKL functions.