[CI Compile Error]:fatal error: mkl_cblas.h: No such file or directory

[chengduoZH]

Error:

[13:09:38]W:	 [Step 1/1] In file included from /paddle/paddle/operators/math/gru_compute.cu:15:0:
[13:09:38]W:	 [Step 1/1] /paddle/paddle/operators/math/math_function.h:17:23: fatal error: mkl_cblas.h: No such file or directory
[13:09:38]W:	 [Step 1/1] compilation terminated.
[13:09:38]W:	 [Step 1/1] CMake Error at gru_compute_generated_gru_compute.cu.o.cmake:203 (message):
[13:09:38]W:	 [Step 1/1]   Error generating
[13:09:38]W:	 [Step 1/1]   /paddle/build/paddle/operators/math/CMakeFiles/gru_compute.dir//./gru_compute_generated_gru_compute.cu.o
[13:09:38]W:	 [Step 1/1] 
[13:09:38]W:	 [Step 1/1] 
[13:09:38] :	 [Step 1/1] paddle/operators/math/CMakeFiles/gru_compute.dir/build.make:63: recipe for target 'paddle/operators/math/CMakeFiles/gru_compute.dir/gru_compute_generated_gru_compute.cu.o' failed
[13:09:38] :	 [Step 1/1] CMakeFiles/Makefile2:18554: recipe for target 'paddle/operators/math/CMakeFiles/gru_compute.dir/all' failed
[13:09:38]W:	 [Step 1/1] make[2]: *** [paddle/operators/math/CMakeFiles/gru_compute.dir/gru_compute_generated_gru_compute.cu.o] Error 1
[13:09:38]W:	 [Step 1/1] make[1]: *** [paddle/operators/math/CMakeFiles/gru_compute.dir/all] Error 2
[13:09:38]W:	 [Step 1/1] make[1]: *** Waiting for unfinished jobs....

[luotao1]

duplicated with #5563 , you should merge the latest code, and

rm -r build
mkdir build
cd build && make