MKL Memory Management

I am trying to use a custom memory manager for my project. I looked at the example code given in "i_malloc.h" but this seems to not working for me. 

Here is a snippet of what I have. I am only replacing malloc here as example, but I am replacing all four in my actual code. 

   #include <i_malloc.h>

   void * my_malloc(size_t size){
     printf("Testing my_malloc\n");
     return malloc(size);
   }

   int main( int argc, int argv )
   {
       // override normal pointers
       i_malloc = my_malloc;

       // Some MKL calls that involves malloc inside the library calls
   }

It looks like the code is not using my_malloc for allocation. Any idea what I am missing?

Thanks,

Samee