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intel mkl - How to link MKL with MPI?

I want to compile this C code with MKL, but when I run it using the command mpicc -mkl mkl_thread.c, it gives me an error about an unrecognized command line option -mkl. When I run it as mpicc mkl_thread.c -o mkl_thread, it gives a different error, saying "undefined reference to `MKL_Set_Num_Threads'". I don't know how I can run it with or link with MKL.

My code is:

define NUM_PROCS 5 

int main (int argc, char ** argv)

{

    int threads_per_proc[NUM_PROCS] = { 1,2 ,3, 4,5 };
    int rank;
    MPI_Init(&argc, &argv);
    MPI_Comm_rank(MPI_COMM_WORLD, &rank);
    // ...
    // Signal an error if rank >= 5
    // ...
    mkl_set_num_threads(threads_per_proc[rank]);
    MPI_Finalize();
}
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