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.
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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?
Another numerical library with excellent performance on Intel systems that I really liked is IMSL from RougueWave. The function catalog is here.
Other option is NAG. NAG is well known but I don't have first hand experience with it so I won't comment.

Vitor Py
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Thanks a lot :) I'll look at them :) I will investigate if mkl has any acceleration package inside :) – Juan Sebastian Totero Jul 12 '11 at 12:30