I am trying to compile R with the MKL BLAS. I followed those instructions, but I had a problem with configure:
configure:29696: checking whether double complex BLAS can be used
./conftest: error while loading shared libraries: libmkl_gf_lp64.so: cannot open shared object file: No such file or directory
And indeed, I have no such libmkl_gf_lp64.so installed, only the .a files:
find composer_xe_2013_sp1.0.080/mkl/lib/intel64/ -name "*blas*"
How can I get the .so files, or compile R against the .a?
The machine is running SLES 11 (x86_64), and I downloaded the demo version of the MKL that I activated with the licence file I received by email. I installed all the components with the install.sh script.