The MATLAB utility “mex” (enter “help mex” in command window in MATLAB) is a wrapper for your actual compiler, like gcc. It does not support intels icc. But this is no reason not to use the Intel MKL libraries! Write your code and compile it with: mex cpuMatrixCBLAS.c -I/opt/intel/Compiler/11.1/069/mkl/include/ -L/opt/intel/Compiler/11.1/069/mkl/lib/em64t /opt/intel/Compiler/11.1/069/mkl/lib/em64t/libmkl_solver_lp64_sequential.a -Wl,–start-group /opt/intel/Compiler/11.1/069/mkl/lib/em64t/libmkl_intel_lp64.a /opt/intel/Compiler/11.1/069/mkl/lib/em64t/libmkl_sequential.a /opt/intel/Compiler/11.1/069/mkl/lib/em64t/libmkl_core.a… Continue reading Compile MATLAB functions in C and link them with Intel MKL CBLAS