Same here. Thanks for the info.
Now I'm getting an error while configuring: to build Octave, the C++ to Fortran calling convention must be known.
Sorry, this was for octave 4.2.0, I guess it's off topic then...
On linux, the Intel C++ to Fortran calling conventions are the same as between g++ and gfortran. Perhaps you could build with those and then copy over the configuration to use with Intel compilers.
As the preceding posts indicate, it seems the main objective is to use MKL, which could be done with g++ and gfortran. Then the topic would clearly belong on MKL forum.
I'm guessing the only difference between gnu and Intel compiler configuration would be in the choice of OpenMP library and corresponding MKL parallel libraries. That difference could be eliminated by linking with Intel libiomp5 even when gnu compilers are used. The Intel MKL link advisor applet may be needed as a reference in either case.
Ubuntu 64-bit throws in a bit of uncertainty as they have changed their library organization from year to year. This does make it difficult for anyone who is not an expert on Ubuntu, and could cause posted advice to be out of date.