Added own mymkl files. Needed for compilation.

Main/mymkl.c

+#include <stdio.h>
+#include <stdlib.h>
+#include "mymkl.h"
+/**********************************************/
+
+void rcopy (int *n, double *x, int *incx, double *y, int *incy) {
+  int i, dim = *n, ix = *incx, iy = *incy;
+  double *px = x, *py = y;
+
+  for (i=0; i<dim; i++) {
+    *py = *px; px += ix; py += iy;
+  }
+}
+
+void rscal (int *n, double *alpha, double *x, int *incx) {
+  int i, dim = *n, ix = *incx;
+  double *px = x, a = *alpha;
+
+  for (i=0; i<dim; i++) {
+    *px *= a; px += ix;
+  }
+}
+
+void raxpy (int *n, double *alpha, double *x, int *incx, double *y, int *incy) {
+  int i, dim = *n, ix = *incx, iy = *incy;
+  double *px = x, *py = y, a = *alpha;
+
+  for (i=0; i<dim; i++) {
+    *py += *px * a; px += ix; py += iy;
+  }
+}
+
+double rdot (int *n, double *x, int *incx, double *y, int *incy) {
+  int i, dim = *n, ix = *incx, iy = *incy;
+  double aux = 0.0, *px = x, *py = y;
+
+  for (i=0; i<dim; i++) {
+    aux += *py * *px; px += ix; py += iy;
+  }
+
+  return aux;
+}
+
+/**********************************************/
+

Main/mymkl.h

+#ifndef mymkl
+
+#define mymkl 1
+
+void rcopy (int *n, double *x, int *incx, double *y, int *incy);
+
+void rscal (int *n, double *alpha, double *x, int *incx);
+
+void raxpy (int *n, double *alpha, double *x, int *incx, double *y, int *incy);
+
+double rdot (int *n, double *x, int *incx, double *y, int *incy);
+
+#endif