I have a similar problem when trying to compile using the Fortran Compiler of Intel® Parallel Studio XE 2018.
I use the following flags for compilation: -fast -parallel -qopenmp -qopt-matmul -axCOMMON-AVX512 -ftz -ip -pad -unroll-aggressive
and these for linking: -parallel -qopenmp -lmatmul -qopt-report=5
At the linking stage I keep getting this kind of message:
ipo_out.f:(.text+0x255af): undefined reference to `matmul_mkl_f64_'
Thanks a lot in advance