Hi, I just tried to install this with Anaconda on Linux, and here's some experience in case someone else encounters the same issue.
On my side it seems that ifort is not compatible with glibc, so I switched to gfortran. And in order to use conda's mkl, I modified waf_tools/any_lapack.py as follows:
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(Line 83) cmdlist["ars"] = " ".join([osp.join(mkl_options[tag]%(ctx.options.lapack_mkl),"lib%s.so"%v.strip()) for v in mkl_options[tag].split("-l") if v.strip() and v.strip()[:3]=="mkl"]) # change .a library to .so
(Line 293) "linux_10.3_64" :("%s/lib/"," -lmkl_intel_lp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm"),
Then I could successfully install it with --lapack_mkl=$CONDA_PREFIX .