Don't include R_ext/Lapack.h if MKL is used

[alyst]

If Eigen is configured to use MKL, the inclusion of R_ext/Lapack.h results in incompatible declaration errors (R 3.2.0, GCC 5.1.0, MKL 11.0).

[eddelbuettel]

Do you define EIGEN_USE_MKL or do you set another flag to Eigen?

[alyst]

I add -DEIGEN_USE_MKL_ALL to CXXFLAGS in my Makevars as suggested here.

[eddelbuettel]

Note that the page you reference to, as well as your comment, suggest

EIGEN_USE_MKL_ALL

whereas your pull request has

EIGEN_USE_MKL

Do we need to amend to the PR?

[alyst]

@eddelbuettel No, I suppose we shouldn't change it for that reason. See MKL_support.h: <mkl.h> is included iff EIGEN_USE_MKL is defined, and it's defined if any of the MKL-related user options (including EIGEN_USE_MKL_ALL) are turned on.

[eddelbuettel]

I see -- in that case I'll merge ahead.

[alyst]

thanks!