I have been working on some application which requires use of complex numbers and the application is in c#. I tried to find how to deal with complex numbers in mkl while using mkl_rt.dll from c#. Can any one help me or redirect me to the plcace where I can find a solution.
I do not know what you mean by "deal with complex numbers in MKL". Some, but not all, MKL routines take complex variables as arguments.
The MKL DLLs contain thousands of routines, so simply listing them will not be useful. The MKL documentation, e.g., https://software.intel.com/en-us/mkl_11.2_ref , presents the routine descriptions and calling sequences in an organized way.