How do I link my mex file to mkl?

I am trying to create a mex file that uses MKL. I know that Matlab itself uses the MKL library for some of its computational routines (e.g., ffts), but perhaps it is a different version and there are some conflicts? In any case, I have written a C program that is structured like this:

<a bunch of code including a function called mkl_test>

int main()
{
  mkl_test();
}

I can compile it and run it just fine. I then modify it into a mex function as follows:

#include <mex.h>

<a bunch of code including a function called mkl_test>

void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
{
  mkl_test();
}

I can successully run the mex compilation, but when I attemp to run it, I get the following:

MKL FATAL ERROR: Cannot load neither libmkl_avx.so nor libmkl_def.so

... then Matlab crashes.

Any help would be greatly appreciated!

Answer 1

[Heiko Weichelt]

MATLAB uses Intel's MKL as BLAS and LAPACK implementation, not for FFT, however.

To see how to use those symbols inside a MEX fucntion, follow the instructions on https://www.mathworks.com/help/matlab/matlab_external/calling-lapack-and-blas-functions-from-mex-files.html.

Notice, that the bundled MKL library shipped with MATLAB only contains BLAS and LAPACK symbols and additional MKL symbols that those symbols depend on. MATLAB's MKL library does not contain all MKL symbols.

[Jed]

Thanks... I should have mentioned that I am using Matlab 2014a... perhaps matlab used MKL for more than just BLAS and LAPACK at that time?

[Jed]

Also... I think I ended up fixing this with static linking or something? I don't remember ... it was >5 years ago.

[Steven Lord]

As far as I remember we've been using the FFTW library for computing FFTs in MATLAB since about 2001. See this Cleve's Corner article.