Installing and enabling the full MKL installation enables MKL support for all operators under the linalg namespace.
Download and install the latest full MKL version following instructions on the intel website.
Set USE_BLAS=mkl in make/config.mk
1.1 Set ADD_LDFLAGS=-L<path/to/mkl/lib/folder> (ex. ADD_LDFLAGS=-L/opt/intel/compilers_and_libraries_2018.0.128/linux/mkl/lib)
1.1 Set ADD_CFLAGS=-I<path/to/mkl/include/folder> (ex. ADD_CFLAGS=-L/opt/intel/compilers_and_libraries_2018.0.128/linux/mkl/include)
Run ‘make -j ${nproc}’
Navigate into the python directory
Run ‘sudo python setup.py install’