Kristoffer,
Thank you so much for helping.
I don't really know what's happening. I've run the intel script (mklvars.sh)
to set up my environment variables correctly (good to know the tip !).
I still get the same error message in my Juno IDE (mac os) :
Intel MKL FATAL ERROR: Cannot load libmkl_
You can build Julia with MKL (see the build instructions in the README).
Then you example (slightly modified) simply works by:
julia> function myasum(n::Integer, X::Vector{Float64}, incx::Integer)
ccall((:cblas_dasum, :libmkl_rt),
Float64,
(Int64, Ptr{Floa
