title: Intel MKL and Row multiplication
body: <p>I have a matrix S(n x m) and a vector Sigma(n), and I would like to multiply each row S(i) by Sigma(i).</p>
  
  <p>I have thought of 3 things :
  -> Convert Sigma to a square diagonal matrix and compute S = Sigma * S, but it seems the functions exist only for general or triangular matrix...
  -> Multiply each line by a scalar Sigma[i] using a DSCAL, in a loop
  -> mkl_ddiamm, but it seems kinda obscure to me.</p>
  
  <p>Any advices on how I should implement that ? Thank you !</p>