I need to use the Fortran function "vsCdfNormInv", contained in the library 'mkl_vml.f90' (C:\Program Files (x86)\Intel\Composer XE 2015\mkl\include). I'm using Visual Studio 2013 Ultimate. How may I include the libraries by a command contained in the code? I solved the problem adding the additional dependencies to the linker: "mkl_intel_c.lib mkl_intel_thread.lib mkl_core.lib libiomp5md.lib", so the following code works.
program Console1
implicit none
REAL , DIMENSION (1:15) :: ESTRAZIONIUNIFORMI,ESTRAZIONIGAUSSIANE
CALL RANDOM_NUMBER (ESTRAZIONIUNIFORMI)
CALL vsCdfNormInv(15,ESTRAZIONIUNIFORMI,ESTRAZIONIGAUSSIANE)
end program Console1
but, using the same command in a subroutine I get a wrong vector of "ESTRAZIONIGAUSSIANE". Can anyone help me?