You need to set the environment variable to point the directory where libmkl_intel_lp64.so.2 is installed on your system.
For example, if you are using a recent Intel installation bundle, libmkl_intel_lp64.so.2 should under the /opt/intel tree and the following command might fix the LD_LIBRARY_PATH setting (assuming you are using bash shell)
export LD_LIBRARY_PATH=$(dirname $(find /opt/intel/ -name libmkl_intel_lp64.so.2)):$LD_LIBRARY_PATH