I am using PIP to install Scipy with MKL to accelerate the performance. My OS is Ubuntu 64 bit. Using the solution from this question, I create a file .numpy-site.cfg
Intel has been publishing wheels of packages like Numpy, Scipy and Scikit-learn to PyPI. These wheels have been built while linking against Intel MKL, and include various optimizations.
If you want Scipy built with Intel MKL:
#Remove existing Numpy and/or Scipy:
pip uninstall numpy scipy -y
#Install scipy built with Intel MKL:
pip install intel-scipy
More information available here