Intel® Math Kernel Library (Intel® MKL) is a library of highly optimized, extensively threaded math routines for science, engineering, and financial applications that require maximum performance. Core math functions include BLAS, LAPACK, ScaLAPACK, Sparse Solvers, Fast Fourier Transforms, Vector Math, and more. Offering performance optimizations for current and next-generation Intel® processors, it includes improved integration with Microsoft Visual Studio*, Eclipse*, and XCode*. Intel MKL allows for full integration of the Intel Compatibility OpenMP* run-time library for greater Windows*/Linux* cross-platform compatibility.

To get the libraries in your path, depending on your shell, source one of these files:

if your shell is the bash shell

source /usr/local/profile.d/mklvars.sh 

if your shell is the csh or tcsh

source /usr/local/profile.d/mklvars.csh

See also these pages about the intel compiler: Intel Fortran Compiler and Intel C/C++