How can I compile my C file, which I used MKL Blas functions in it, via mpicc? Normally -without MKL-, I compile like this "mpicc -o out main.c". However I can not link while compiling, with MKL.
Linking to MKL is needlessly tricky. Intel has an "MKL Link Line Advisor" which tries to give you the right linking invocation:
http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/