Intel® Math Kernel Library 11.3 Update 4 Developer Guide
Use the command-line Link tool provided by Intel MKL to simplify building your application with Intel MKL.
The tool not only provides the options, libraries, and environment variables to use, but also performs compilation and building of your application.
The tool mkl_link_tool is installed in the <mkl directory>/tools directory.
See the knowledge base article at http://software.intel.com/en-us/articles/mkl-command-line-link-tool for more information.