CentOS

Intel公式の Yum リポジトリからインストールします
https://software.intel.com/content/www/us/en/develop/articles/installing-intel-free-libs-and-python-yum-repo.html

yum-config-manager --add-repo https://yum.repos.intel.com/mkl/setup/intel-mkl.repo
rpm --import https://yum.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB
yum install -y intel-mkl-2020.0-088

/opt/intel にインストールします。

ldconfig -p | grep mkl

ldconfigには通しません。 /opt/intel/mkl/bin/mklvars.sh を使わせるつもりなんでしょう。

$ source /opt/intel/mkl/bin/mklvars.sh intel64
$ pkg-config --libs mkl-static-lp64-iomp
Variable 'prefix' not defined in '/opt/intel/compilers_and_libraries_2020.0.166/linux/mkl/bin/pkgconfig/mkl-static-lp64-iomp.pc'

追加で pkg-config の設定をする必要があります https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-intel-mkl-and-pkg-config-tool.html

Debian / Ubuntu (from Intel repository)

Intel公式の apt リポジトリからインストールします
https://software.intel.com/content/www/us/en/develop/articles/installing-intel-free-libs-and-python-apt-repo.html

apt install -y curl gnupg
curl -sfL https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB | apt-key add -
curl -sfL https://apt.repos.intel.com/setup/intelproducts.list -o /etc/apt/sources.list.d/intelproducts.list
apt update
apt install -y intel-mkl-2020.0.088

/opt/intel にインストールする

$ source /opt/intel/mkl/bin/mklvars.sh intel64
$ pkg-config --libs mkl-static-lp64-iomp
Variable 'prefix' not defined in '/opt/intel/compilers_and_libraries_2020.0.166/linux/mkl/bin/pkgconfig/mkl-static-lp64-iomp.pc'

追加で pkg-config の設定をする必要があります https://software.intel.com/content/www/us/en/develop/articles/intel-math-kernel-library-intel-mkl-and-pkg-config-tool.html

Debian (10 = buster)

nonfree リポジトリで公式に配布しています。nonfree リポジトリを有効にするには apt の設定を追加する必要があります
https://wiki.debian.org/SourcesList

/etc/apt/sources.list

deb http://deb.debian.org/debian buster main contrib non-free
deb-src http://deb.debian.org/debian buster main contrib non-free

deb http://deb.debian.org/debian-security/ buster/updates main contrib non-free
deb-src http://deb.debian.org/debian-security/ buster/updates main contrib non-free

deb http://deb.debian.org/debian buster-updates main contrib non-free
deb-src http://deb.debian.org/debian buster-updates main contrib non-free

これで apt で入ります

apt install -y intel-mkl

これで /usr/lib/x86_64-linux-gnu/ 以下にインストールされます。
インストール時に update-alternative の設定をするかどうかを聞かれます

If you don't know what MKL is, or unwilling to set it as default, just choose the preset value or simply type Enter.                                                  
Use libmkl_rt.so as the default alternative to BLAS/LAPACK? [yes/no] yes                                                                                              
Please select the alternatives that should point to MKL. The selection applies to all available architectures, and the related
development packages will follow the same selection.
                                                                  
Typically the user may want to point both BLAS/LAPACK to MKL (libmkl_rt.so). Type Enter if you are not sure what to select.
                                 
  1. libblas.so.3  2. liblapack.so.3  3. libblas64.so.3  4. liblapack64.so.3,  5. none of the above
                                                                                                                                     
(Enter the items you want to select, separated by spaces.)                                                                           
                                                                                                                                     
Which of the these alternatives should point to MKL?

この選択により libblas.so 等のシンボリックリンク先を MKL にすることが可能です。つまりビルド時に -llapack -lblas で MKL の BLAS/LAPACKを使うようになります。

$ ldconfig -p | grep mkl
        libmkl_vml_mc3.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_mc3.so
        libmkl_vml_mc2.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_mc2.so
        libmkl_vml_mc.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_mc.so
        libmkl_vml_def.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_def.so
        libmkl_vml_cmpt.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_cmpt.so
        libmkl_vml_avx512_mic.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_avx512_mic.so
        libmkl_vml_avx512.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_avx512.so
        libmkl_vml_avx2.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_avx2.so
        libmkl_vml_avx.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_vml_avx.so
        libmkl_tbb_thread.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_tbb_thread.so
        libmkl_sequential.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_sequential.so
        libmkl_rt.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_rt.so
        libmkl_pgi_thread.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_pgi_thread.so
        libmkl_mc3.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_mc3.so
        libmkl_mc.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_mc.so
        libmkl_intel_thread.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_intel_thread.so
        libmkl_intel_lp64.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_intel_lp64.so
        libmkl_intel_ilp64.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_intel_ilp64.so
        libmkl_gnu_thread.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_gnu_thread.so
        libmkl_gf_lp64.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_gf_lp64.so
        libmkl_gf_ilp64.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_gf_ilp64.so
        libmkl_def.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_def.so
        libmkl_core.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_core.so
        libmkl_avx512_mic.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_avx512_mic.so
        libmkl_avx512.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_avx512.so
        libmkl_avx2.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_avx2.so
        libmkl_avx.so (libc6,x86-64) => /usr/lib/x86_64-linux-gnu/libmkl_avx.so

ldconfig で見えるようになっています

$ pkg-config --libs mkl-static-lp64-iomp
-Wl,--start-group /usr/lib/x86_64-linux-gnu/libmkl_intel_lp64.a /usr/lib/x86_64-linux-gnu/libmkl_intel_thread.a /usr/lib/x86_64-linux-gnu/libmkl_core.a -Wl,--end-group -liomp5 -lpthread -lm -ldl

pkg-config も認識します

Ubuntu 20.04

Ubuntuはnonfree分けてないのでそのままあります

apt install -y intel-mkl

/lib/x86_64-linux-gnu/ にインストールします。インストール時に update-alternative の設定を聞かれるのは Debianと同様です。

ldconfig -p | grep mkl
        libmkl_vml_mc3.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_mc3.so
        libmkl_vml_mc2.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_mc2.so
        libmkl_vml_mc.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_mc.so
        libmkl_vml_def.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_def.so
        libmkl_vml_cmpt.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_cmpt.so
        libmkl_vml_avx512_mic.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_avx512_mic.so
        libmkl_vml_avx512.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_avx512.so
        libmkl_vml_avx2.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_avx2.so
        libmkl_vml_avx.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_vml_avx.so
        libmkl_tbb_thread.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_tbb_thread.so
        libmkl_sequential.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_sequential.so
        libmkl_rt.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_rt.so
        libmkl_pgi_thread.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_pgi_thread.so
        libmkl_mc3.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_mc3.so
        libmkl_mc.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_mc.so
        libmkl_intel_thread.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_intel_thread.so
        libmkl_intel_lp64.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_intel_lp64.so
        libmkl_intel_ilp64.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_intel_ilp64.so
        libmkl_gnu_thread.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_gnu_thread.so
        libmkl_gf_lp64.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_gf_lp64.so
        libmkl_gf_ilp64.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_gf_ilp64.so
        libmkl_def.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_def.so
        libmkl_core.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_core.so
        libmkl_avx512_mic.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_avx512_mic.so
        libmkl_avx512.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_avx512.so
        libmkl_avx2.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_avx2.so
        libmkl_avx.so (libc6,x86-64) => /lib/x86_64-linux-gnu/libmkl_avx.so

ldconfigはちゃんと設定されている

$ pkg-config --libs mkl-static-lp64-iomp
-Wl,--start-group /usr/lib/x86_64-linux-gnu/libmkl_intel_lp64.a /usr/lib/x86_64-linux-gnu/libmkl_intel_thread.a /usr/lib/x86_64-linux-gnu/libmkl_core.a -Wl,--end-group -liomp5 -lpthread -lm -ldl

pkg-configも設定されている

ArchLinux

なんか公式にある https://www.archlinux.jp/packages/community/x86_64/intel-mkl/

pacman -S intel-mkl intel-mkl-static

/opt/intel にインストールします

$ cat /etc/ld.so.conf.d/intel-mkl.conf 
/opt/intel/mkl/lib/intel64
/opt/intel/mkl/lib/intel64_lin
$ ldconfig -p | grep mkl
        libmkl_vml_mc3.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_mc3.so
        libmkl_vml_mc2.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_mc2.so
        libmkl_vml_mc.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_mc.so
        libmkl_vml_def.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_def.so
        libmkl_vml_cmpt.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_cmpt.so
        libmkl_vml_avx512_mic.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_avx512_mic.so
        libmkl_vml_avx512.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_avx512.so
        libmkl_vml_avx2.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_avx2.so
        libmkl_vml_avx.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_vml_avx.so
        libmkl_tbb_thread.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_tbb_thread.so
        libmkl_sequential.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_sequential.so
        libmkl_scalapack_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_scalapack_lp64.so
        libmkl_scalapack_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_scalapack_ilp64.so
        libmkl_rt.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_rt.so
        libmkl_pgi_thread.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_pgi_thread.so
        libmkl_mc3.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_mc3.so
        libmkl_mc.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_mc.so
        libmkl_intel_thread.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_intel_thread.so
        libmkl_intel_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_intel_lp64.so
        libmkl_intel_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_intel_ilp64.so
        libmkl_gnu_thread.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_gnu_thread.so
        libmkl_gf_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_gf_lp64.so
        libmkl_gf_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_gf_ilp64.so
        libmkl_def.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_def.so
        libmkl_core.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_core.so
        libmkl_cdft_core.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_cdft_core.so
        libmkl_blacs_sgimpt_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_sgimpt_lp64.so
        libmkl_blacs_sgimpt_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_sgimpt_ilp64.so
        libmkl_blacs_openmpi_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_openmpi_lp64.so
        libmkl_blacs_openmpi_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_openmpi_ilp64.so
        libmkl_blacs_intelmpi_lp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_intelmpi_lp64.so
        libmkl_blacs_intelmpi_ilp64.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_blacs_intelmpi_ilp64.so
        libmkl_avx512_mic.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_avx512_mic.so
        libmkl_avx512.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_avx512.so
        libmkl_avx2.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_avx2.so
        libmkl_avx.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libmkl_avx.so
        libiomp5_db.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libiomp5_db.so
        libiomp5.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libiomp5.so
        libiompstubs5.so (libc6,x86-64) => /opt/intel/mkl/lib/intel64/libiompstubs5.so

ldconfigもちゃんと設定されてる

$ pkg-config --libs mkl-static-lp64-iomp
-Wl,--start-group /opt/intel/mkl/lib/intel64/libmkl_intel_lp64.a /opt/intel/mkl/lib/intel64/libmkl_intel_thread.a /opt/intel/mkl/lib/intel64/libmkl_core.a -Wl,--end-group -L/opt/intel/mkl/lib/intel64 -liomp5 -lpthread -lm -ldl

pkg-configもちゃんと設定されている

Other Linux

自動化の為に非対話的に行うためのスクリプトです

silent.cfg

# Patterns used to check silent configuration file
#
# anythingpat - any string
# filepat     - the file location pattern (/file/location/to/license.lic)
# lspat       - the license server address pattern (0123@hostname)
# snpat       - the serial number pattern (ABCD-01234567)
# comppat     - the component abbreviation (intel-component-0123.4-567__arch), use installer command line option to get it

# Accept EULA, valid values are: {accept, decline}
ACCEPT_EULA=accept

# Optional error behavior, valid values are: {yes, no}
CONTINUE_WITH_OPTIONAL_ERROR=yes

# Install location, valid values are: {/opt/intel, filepat}
PSET_INSTALL_DIR=/opt/intel

# Continue with overwrite of existing installation directory, valid values are: {yes, no}
CONTINUE_WITH_INSTALLDIR_OVERWRITE=yes

# List of components to install (use semicolon to separate the components), valid values are: {ALL, DEFAULTS, comppat}
COMPONENTS=DEFAULTS

# Installation mode, valid values are: {install, repair, uninstall}
PSET_MODE=install

# Path to the cluster description file, valid values are: {filepat}
#CLUSTER_INSTALL_MACHINES_FILE=filepat

# Perform validation of digital signatures of RPM files, valid values are: {yes, no}
SIGNING_ENABLED=yes

# Select target architecture of your applications, valid values are: {IA32, INTEL64, ALL}
ARCH_SELECTED=INTEL64

intel-mkl.conf

/opt/intel/mkl/lib/intel64
/opt/intel/mkl/lib/intel64_lin

curl -sfLO http://registrationcenter-download.intel.com/akdlm/irc_nas/tec/16533/l_mkl_2020.1.217.tgz  # termoshttの認証で取得したURLです
tar xf l_mkl_2020.1.217.tgz
cd l_mkl_2020.1.217
./install.sh -s ../silent.cfg
cd -

# Setup linker to find shared library
mv intel-mkl.conf /etc/ld.so.conf.d/
ldconfig

# Setup pkg-config
export PKG_CONFIG_PATH=/opt/intel/mkl/bin/pkgconfig  # これは /etc/profile あたりにおくほうがよさげ
sed -i "s/MKLROOT/prefix/g" ${PKG_CONFIG_PATH}/*.pc

まとめ

Intel配布のものは追加の設定が必要
- 基本的に /opt/intel にインストールする
各ディストリビューションで配布されているものは適切に設定がなされている
- ただしインストール先は各ディストリビューション毎の方式に則っているのでバラバラ