The dash-ell options (-lxxx) should receive the name of the library less the "lib" prefix and suffix, i.e. should look like -lmkl_intel_thread -lmkl_core and so on. The path should go to dash-cap-ell option (-L). User guide says about this:
Specify the names of the Intel MKL libraries to link with your application, for example, mkl_intel_lp64, mkl_intel_thread_lp64, mkl_core, and iomp5 (compilers typically require library names rather than library file names, so omit the "lib" prefix and "a" extension).
I don't have an installation of Eclipse that I could use follow your steps.
In the "Additional libraries (-l)" you should add this, instead of what you shown: mkl_intel mkl_intel_thread mkl_core
Here you could also add iomp5
The "Library search directory (-L)" looks set correctly. You should probably also add the path to compiler libraries here as well: /home/evgeny/Soft/IntelParallelStudio/compiler/lib/ia32 or /home/evgeny/Soft/IntelParallelStudio/lib/ia32
Alternatively, ifIntel compiler is used as linker, then adding linker options -mkl and -openmp should do the work. The former adds necessary libraries and locates them in proper places of your installation of Parallel Studio. The latter one does the same with repect to OpenMP runtime (i.e. iomp5).
LD_LIBRARY_PATH environment variable is set correctly for the OpenMP library by source'ing the compilervars script with current Intel compiler installations, or the mklvars script in some past versions of MKL. It's the usual method in Unix-like systems for adding paths to search for shared libraries; the ldconfig method may be available as an alternative.
If you don't want to source a provided script, such as the compilervars.sh script in the current releases, you simply put the path in LD_LIBRARY_PATH e.g.: export LD_LIBRARY_PATH=/home/evgeny/Soft/IntelParallelStudio/lib/ia32 If that's the directory where your .so resides, and you use an sh compatible shell.
LD_LIBRARY_PATH is not a file; it is an environment variable that must be set properly for executables produced by the Intel compiler to work properly. Please type the command (do not type the first '$' yourself; it stands for whatever the command prompt string is on your system)
$ echo $LD_LIBRARY_PATH
and report the output.
To set LD_LIBRARY_PATH to the path that you gave, the command is