I built NumPy and SciPy according to the instructions posted at http://software.intel.com/en-us/articles/numpyscipy-with-intel-mkl. I'm using the free version of Composer XE 2013 for Linux. I have added the appropriate directories to LD_LIBRARY_PATH and updated ldconfig. NumPy and SciPy both seem to build and install just fine, but when I run the example program at the end of the page, it fails at the first matrix multiplication line C = A*B (just before start = time.time() ) with the error MKL FATAL ERROR: Cannot load libmkl_avx.so or libmkl_def.so.
I've tried everything I can think of, but I still can't get rid of the error. I recently applied the MKL patch here http://software.intel.com/en-us/articles/svd-multithreading-bug-in-mkl could this have something to do with it?
I think I solved the problem. My NumPy 'site.cfg' file simply had the line "mkl_libs = mkl_rt", but when I explicitly added mkl_avx and mkl_def and recompiled, it worked fine. I guess there was some issue in libmkl_rt.so. I only have the 64-bit MKL installed, so that's not an issue.