I have "old" codes that call Fortran numerical_libraries routine GQRUL and DGQRUL for calculating Gauss-Legendre quadrature rule to perform numerical integration. I used to be able to just put a line in the main routine "USE numerical_libraries" and subsequently was able to call GQRUL and DGQRUL functions.
I have been trying to compile the old codes with routines from Numerical_libraries but I get the feeling that MKL that I have doesn't have GQRUL routine or in fact any kind of extensive array of routines for numerical integration that were in numerical_library.
Am I correct? I really need to use Gauss-Legendre quadrature rule routine; how do I go about this?
The routines that you are looking for are in the IMSL libraries, not in MKL. Likewise, "Use Numerical_Libraries" pertains to IMSL and not MKL. Specifically, that USE statement is appropriate if you are calling the IMSL routines using the F77 interface. If you are using the F95/F2003 interfaces, you may either USE the specific modules for GQRUL and GQRCF, or you can insert USE IMSL_LIBRARIES.
For this to work, there are steps that you need to take to make the IMSL libraries available in your Visual Studio projects. See https://software.intel.com/en-us/articles/installing-and-using-the-imsl-libraries.
If you are using the command line environment, the /Qimsl flag of the Intel Fortran compiler may suffice, or you can use the various IMSL related flags such as FFLAGS, LINK_FNL, etc.
Have you tried building and running the example code given in the IMSL manual under GQRUL?