Intel® Math Kernel Library 11.3 Update 4 Developer Guide
All needed shared libraries must be visible on all nodes at run time. To achieve this, set the LD_LIBRARY_PATH environment variable accordingly.
If Intel MKL is installed only on one node, link statically when building your Intel MKL applications rather than use shared libraries.
The Intel® compilers or GNU compilers can be used to compile a program that uses Intel MKL. However, make sure that the MPI implementation and compiler match up correctly.