I just realized that the multidimensional r2r transforms are not supported in MKL, according to the reference guide. Sorry for the inconvenience.
I have compiled the code shown below, but it keeps crashing when the plan is executed. It compiles and runs in Linux with the Intel compilers, but I am trying to run it in Windows. I have the Intel compilers installed, and created the FFTW library that is included in the MKL package. I tried using both 32-bit and 64-bit versions, but none of them worked. When I compile it using Visual Studio 2008, I link the following libraries:
32-bit version: mkl_core.lib fftw3xf_intel.lib mkl_intel_c.lib mkl_intel_thread.lib libiomp5md.lib, contained in the directory C:\\Program Files\\Intel\\MKL\\10.2.1.019\\ia32\\lib
64-bit version: mkl_core.lib mkl_intel_thread.lib fftw3xf_intel.lib mkl_cdft_core.lib libiomp5md.lib mkl_intel_lp64.lib, contained in the directory C:\\Program Files\\Intel\\MKL\\10.2.1.019\\em64t\\lib
Can you please let me know what the problem could be?