error MSB6003: The specified task executable "cmd.exe" could not be run. The working directory "mkl\tools" does not exist".
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You need to define a User Macro in a property sheet for MKLProductDir, or create an environment variable MKLProductDir.
Let's say this is the pathname to your installation of the Intel MKL:
C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows\mkl
You need to either:
1. Create a new environment variable
right click start -> System -> Advanced System Settings
Environment variables
add a new environment variable:
MKLProductDir C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows
2. Add a User Macro to a property sheet in Visual Studio (here, Visual Studio 2015)
Open your solution
In the Solution Explorer (right window), look at the bottom tabs - click on Property Manager
You should see properties for Debug | Win32 , Debug | x64 , Release | Win32 , Release x64. You could edit any of the property sheets in the items listed under each section. Consider creating a custom property sheet.
Open up a property sheet (right-click, Properties).
Left side - under Common Properties - you will see User Macros
Click on User Macros
Add Macro
MKLProductDir C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows
Save your solution.
See this Intel Forum post, Intel Composer 2016 Update 3 + VS2015 for a little bit more information on the issue.

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