I was looking for an Intel alternative to MASS IBM libraries (Mathematical Acceleration Subsystem). I know Intel implements MKL libraries, but I d'nt know if there is a specific Math acceleration library in it.
I was unable to find a function catalog from IBM MASS so I'm not sure if Intel MKL offers all of it. You can take a look the product brief and see it it's enough for you. Can't you download the trial and take a look at the documentation?
Other option is NAG. NAG is well known but I don't have first hand experience with it so I won't comment.