Appendix A Intel® Math Kernel Library Language Interfaces Support lists the programming languages supported for each Intel MKL function domain. However, you can call Intel MKL routines from different language environments.
http://software.intel.com/en-us/articles/performance-tools-for-software-developers-how-do-i-use-intel-mkl-with-java for how to call Intel MKL from Java* applications.
http://software.intel.com/en-us/articles/how-to-use-boost-ublas-with-intel-mkl for how to perform BLAS matrix-matrix multiplication in C++ using Intel MKL substitution of Boost* uBLAS functions.
http://software.intel.com/en-us/articles/intel-mkl-and-third-party-applications-how-to-use-them-together for a list of articles describing how to use Intel MKL with third-party libraries and applications.