The Intel Math Kernel Library (MKL) contains many routines that can be linked to both Fortran and C/C++ programs.  The Intel MKL enhances performance of the application programs that use it because the library has been optimized for the latest generations of Intel processors.

Among the available routines are BLAS, LAPACK, ScaLAPACK, Sparse Solvers, Vector Mathematical Functions, Vector Generators of Statistical Distributions, Discrete Fourier Transform Functions, and Fast Fourier Transforms.

They are located at C:\Program Files\Intel\MKL70.  If you are using the command line, first call setup_mkl.bat.  The 32-bit libraries are in C:\Program Files\Intel\MKL70\ia32.lib.  Typically you need to link mkl_c.lib, the cdecl interface library.  If you are using the sparse solver routines, you will also need to link mkl_solver.lib.

Reference Manual: http://www.intel.com/software/products/mkl/docs/mklman.htm
CTC login nodes: C:\Program Files\Intel\MKL70\doc\mklman.pdf 

Quick Reference: http://www.intel.com/software/products/mkl/docs/mklqref/index.htm
CTC login nodes: C:\Program Files\Intel\MKL70\doc\mklqref\index.htm

Technical User Notes: http://www.intel.com/software/products/mkl/docs/mklusew.htm
CTC login nodes: C:\Program Files\Intel\MKL70\doc\mkluse.htm