[Csdp] PCSDP with Intel MKL

[Brian Borchers]

It isn't clear whether you're talking about Ivan D. Iavanov's distributed
memory parallel version of CSDP running on a distributed memory Beowulf
cluster or whether you're talking about the regular version of CSDP 
using OpenMP for parallelization on a shared memory multiprocessor.  
Which is it?
 
You also haven't told us anything about the size and other aspects of
the problems that you're trying to solve- getting good parallel speedups
on very small problems is hard.  It would help to know about the problems
that you're solving.