I just switched from Parallel Studio XE 2013 to 2015 and access to headers for MKL has stopped working.
The environment variables and relevant directories seem to be correctly set up for the new installation and macros such as $(MKLIncludeDir) look correct.
The "Intel Performance Libraries" settings in the projects look good and include MKL as sequential.
However, VS2013 does not see the MKL headers.
I am using VS Premium on Windows 8.1 Pro.
If I add the path explicitly to the include directories, it still fails.
The MKL header files all seem to be there with the same names as before, but every reference to MKL I have tried fails to compile with an "identifier undefined" error.
I was posting here because Premier Support was not working.
Finally I found a phone number for Intel on a different continent that worked and so have taken the issue up with them directly.
Please disregard this post.