Knowledge-intensive analytical applications retrieve context from both structured tabular data and unstructured, text-free documents for effective decision-making. Large language models (LLMs) have made it significantly easier to prototype such retrieval and reasoning data pipelines. However, implementing these pipelines efficiently still demands significant effort and has several challenges. This often involves orchestrating heterogeneous data systems, managing data movement, and handling low-level implementation details, e.g., LLM context management. To address these challenges, we introduce FlockMTL: an extension for DBMSs that deeply integrates LLM capabilities and retrieval-augmented generation (RAG). FlockMTL includes model-driven scalar and aggregate functions, enabling chained predictions through tuple-level mappings and reductions. Drawing inspiration from the relational model, FlockMTL incorporates: (i) cost-based optimizations, which seamlessly apply techniques such as batching and caching; and (ii) resource independence, enabled through novel SQL DDL abstractions: PROMPT and MODEL, introduced as first-class schema objects alongside TABLE. FlockMTL streamlines the development of knowledge-intensive analytical applications, and its optimizations ease the implementation burden.