The release of PARDISO* 4.0 from the University of Basel (UB) is not backward compatible with PARDISO from the Intel® MKL 10.3 and earlier and thus introduces some incompatibilities with the implementation of PARDISO that is available with the Intel® MKL
There are a few existing open source C++ template libraries that can be linked with Intel® MKL. Please refer to the documentation placed on the web-pages of the C++ libraries. Feel free to choose the package that mostly fits your needs and/or C++ style.
Starting with the version 10.3, Intel® MKL provides BLAS Level 2 routines for computing two matrix-vector products for a dense matrix.