Automatic linking (in Visual Studio 2015 )of MKL is broken in Update 2.
Previously if you selected MKL in Intel Performance Libraries the linker would get the MKL libraries automatically. I now have to add mkl_rt.lib to my linker options for all projects that use MKL . Curiously IPP and TBB link properly - they are not broken.
Update 1 ( or other versions) had no integration issues with VS 2015.
This is easy to test using the project I submitted for the 5x5 MKL_DIRECT_CALL issue. I opened the project after installing Update 2, rebuilt and I get undefined externals for the LAPACK calls. Adding mkl_rt.lib to the link link fixes the issue. As I said, oddly, TBB and IPP "auto-link" just fine.
I uninstalled all previous copies of Parallel Studio 2017, reinstalled Update 2, and the problem remained.
This issue introduced in Update 2 really needs to be addressed in the next Update. The only workaround is adding mkl_rt.lib to the linker "Input"
You might think this is not a big issue, but this "bug" turns out to break "Incredibuild" ( distributed build system). Incredibuild cannot build any project with the option set to "Use MKL" in Intel Performance Libraries options.
I may have to go into the Intel specific XML files that control MKL Integration in Visual Studio to find the bug myself , but I really do not want to!