New Post: Problem using Native Linear Algebra Provider

I just checked the MKL provider DLL with dependency walker (http://www.dependencywalker.com/) and it only shows libiomp5md.dll and kernel32.dll as dependencies (as expected). If both your executable and the two DLLs are all in the same directory, I'm stumped.

The only thing I can think of is adding the directory that contains the two DLLs to your PATH and then launch your exe via the command line. If that works, then we know the problem is loading the DLLs locally.

Another option, is try it with mono. Mono has a great log facility.
From the mono command line prompt:
set MONO_LOG_LEVEL=debug
set MONO_LOG_MASK=dll
mono your.exe

Then mono will log all DLL errors and calls.