The Single Dynamic Library

The Single Dynamic Library has everything you need. If you link with it then you do not need other MKL dlls. Please see the "MKL Link Line" webtool for help on linking: http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor

If this doesn't help then please share with us your compile/link line, information on your compiler, version of MKL, as well as the errors that you encountered.

Thanks.