Why the thread controlling for MKL do not take effect from a mex function

I'm trying to call the direct sparse solver provided by Intel MKL to solve a large linear sparse system. I need to set the threads for the pardiso domain.

In the mex function, the following code is written:

	mkl_set_num_threads(1);
    
	printf("Number of threads for mkl_PARDISO domain after calling mkl_set_num_threads is: %d\n", MKL_DOMAIN_PARDISO);

	printf("Number of threads for mkl_BLAS domain after calling mkl_set_num_threads is: %d\n", MKL_DOMAIN_BLAS);

	printf("Number of threads for mkl_FFT domain after calling mkl_set_num_threads is: %d\n", MKL_DOMAIN_FFT);

While the output is as follows:

    Number of threads for mkl_PARDISO domain after calling mkl_set_num_threads is: 4
    Number of threads for mkl_BLAS domain after calling mkl_set_num_threads is: 1
    Number of threads for mkl_FFT domain after calling mkl_set_num_threads is: 2

What may cause this.