I have been able to successfully compile and link MKL to a research code which uses the Armadillo C++ linear algebra library (http://arma.sourceforge.net). I am using dynamic linking in MS Visual Studio 2015. My program runs fine until the first call to the BLAS routine dgemv(). At that point the program crashes with "exited with code 2 (0x2)." There are no other messages, including diagnostic messages from Armadillo.
I would like to use MKL for speed. I am able to run my program linked to OpenBLAS and the BLAS/Lapack shipped with Armadillo.
What is the problem here?
Do you mean you are trying to compile a code that uses Armadillo C++ linear algebra library and link it to MKL?
Could you provide the test case for us to reproduce the issue?