There appears to be a typo in the User and Reference Guide for the Intel® C++ Compiler 15.0. The "Intrinsics for Advanced Vector Extensions" section of the lists _mm256_undefined_si128 one of the "Intrinsics for Generating Vectors of Undefined Values":
However, this intrinsic is not defined in immintrin.h. _mm256_undefined_si256 is defined, however. The documentation should be updated to reflect this.
Iowa State University -- Department of Mathematics
Thanks Nathan for pointing this out. I'll file this issue with our developers and keep you updated as soon as the release with the fix is out, appreciate much.