Saying that you wish to "convert The IMSL Libraries function to The Intel MKL Libraries" is somewhat an overreach. You can, on the other hand, try to find Lapack routines that have the same functionality as the IMSL routines that you named. Read the Lapack guide and find a suitable routine. Sometimes you will find a routine that is an exact replacement, i.e., has the same name and the same arguments. More often, you have to find the closest replacement that you can find. MKL contains all the Lapack and BLAS routines as a small subset. MKL provides both Fortran 77 and Fortran 90+ interfaces to BLAS and Lapack; the latter are easier to use and do not require you to provide work arrays, etc., and have shorter argument lists.
That advice is for dense matrices. If you have large sparse matrices, MKL has routines for handling those, for which Lapack has no equivalent. You can find details in the MKL documentation.
