Hi, I got an answer from the Intel Support about the issues between MKL and Numpy (and Matlab and ...). To use MKL with Numpy, we must know explicitely use the static MKL libraries (libmkl_intel_lp64.a, libmkl_intel_thread.a and libmkl_core.a). The same applies for Scipy and every other Python module you build with the MKL.
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