mkl_progress with parallely running calculations

I have many matrixes to solve. My  intention is to do it in a multithreading application where every matrix is solved by its dedicated thread. 

As I understand, the mkl library has to support the parallel calculations, because each matrix has its own handle. 

My quesion is how can I differ between different threads in the  mkl_progress()  ?

Thanks in advance

Boris

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