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This is a more complex issue than it may seem as MKL needs to work with both extant compilers, including compilers that are not from Intel. s_copy is supplied with the Gnu libraries, namely in libg2c. Depending on your environment this library may or may not be linked in automatically.
It is our goal, as a library provider, to make our library as independent of compilers as possible. For instance on the Windows side we support both C and Fortran compilers from Intel and Microsoft. That means that we have to find ways to avoid Fortran runtime library support. On Linux we support both Intel and Gnu compilers which has the same implications.
It is also our goal to avoid supplying separate libraries for different compilers. In the early days of the library we had four different versions (all on Windows at that time) - Intel, Microsoft, Lahey and Watcom. Doing that today would require nearly 1/4 GB disk storage.
Similarly, supplying separate versions of the library for the 8.0 compiler and for earlier versions of the compiler would greatly increase the download size of the library. Instead we continue to work to make the library as compiler independent as possible.
MKL 7.0 will likely have some parts which will have compiler specificity associated with them, most likely I/O for some of the newer library sections, namely the sparse solver and the ScaLAPACK portions. In time we will remove those dependencies as well.
Bruce
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