No speed-up after using MKL for Eigen
<p>I use Eigen 3.3 and Intel MKL 2017, and write and run program in Visual Studio 2012 with Win-7 64-bit system and Intel Xeon(R) CPU E5-1620 v2@3.70GHZ CPU. </p>

<p>I belive that my configuration for MKL is correct, because I can succesfully run MKL examlpe codes. The configuraton for using Intel MKL from Eigen follows from  <a href="https://eigen.tuxfamily.org/dox/TopicUsingIntelMKL.html" rel="nofollow noreferrer">https://eigen.tuxfamily.org/dox/TopicUsingIntelMKL.html</a>. For Visiual Studio 2012, I complie codes via Intel C++ Complier in Release x64 model. </p>

<p>However, the following code always takes about 400 seconds, no matter if I set  #define EIGEN_USE_MKL_ALL or not (i.e., if use Intel MKL). It seems that MKL does not work in Eigen. </p>

<p>Could anyone give some suggestion? Thanks.</p>

<pre><code>#define EIGEN_USE_MKL_ALL // Determine if use MKL
#define EIGEN_VECTORIZE_SSE4_2

#include "stdafx.h"
#include &lt;iostream&gt;
#include &lt;Eigen/Core&gt;
#include &lt;Eigen/Dense&gt;
#include &lt;time.h&gt;

using namespace std;
using namespace Eigen;

//
int main(int argc, char *argv[])
{
    MatrixXd a = MatrixXd::Random(30000, 3000);  
    MatrixXd b = MatrixXd::Random(3000, 30000);

    double start = clock();
    MatrixXd c = a * b;    // 
    double endd = clock();
    double thisTime = (double)(endd - start) / CLOCKS_PER_SEC;

    cout &lt;&lt; thisTime &lt;&lt; endl;

    system("PAUSE");
    return 0;
}
</code></pre>