[master] 2022.00 MKL' version, update (#20865)

* MKL' version update

* MKL' version update 2022.1.2

* MKL' version update 2022.0.2
diff --git a/ci/docker/Dockerfile.build.ubuntu b/ci/docker/Dockerfile.build.ubuntu
index ced0c4f..cde9bf9 100644
--- a/ci/docker/Dockerfile.build.ubuntu
+++ b/ci/docker/Dockerfile.build.ubuntu
@@ -41,7 +41,7 @@
     apt-get install -y wget software-properties-common && \
     wget -qO - wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS.PUB -O - | apt-key add -; \
     add-apt-repository "deb https://apt.repos.intel.com/oneapi all main"; \
-    INTEL_MKL="-2021.3.0"; \
+    INTEL_MKL="-2022.0.2"; \
     apt-get update && \
     apt-get install -y \
         ## Utilities