Would it be a stupid idea to have an environment variable MKL_VML_MODE that - if set - would call vmlSetMode() ?
MKL_VML_MODE - Comma separated strings of parameters as defined in mkl_vml_defines.h. The corresponding values as defined in mkl_vml_defines.h are or-ed together and used as a parameter to vmlSetMode(). It is the user's responsibility to state a set of names that are not mutually excluding. (E.g. MKL_VML_MODE=VML_FLOAT_CONSISTENT,VML_DOUBLE_CONSISTENT is incorrect since these two values are not allowed to be set simultaneously). Any word in the list not recognized by the VML library will result in a warning message being printed and the word ignored for the resulting value sent to vmlSetMode().
And, yes I could write it myself, but maybe it could be useful to others too?