[WIP] [RFC] Improve MxNet framework building

Ubuntu 20.04:
  - use FindBLAS cmake function to look for the intel-mkl;
  - remove FindMKL.cmake as it becomes unnecessary on this OS version;
  - add support for intel-mkl distribution version;
  - cmake upgrade to 3.17.2 (due to mkl single dynamic library support).

ci/docker/Dockerfile.build.ubuntu

@@ -36,8 +36,6 @@ WORKDIR /work/deps
 RUN export DEBIAN_FRONTEND=noninteractive && \
     apt-get update && \
     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-2019.PUB | apt-key add - && \
-    apt-add-repository "deb https://apt.repos.intel.com/mkl all main" &&  \
     apt-get update && \
     apt-get install -y \
         ## Utilities
@@ -58,7 +56,7 @@ RUN export DEBIAN_FRONTEND=noninteractive && \
         g++ \
         g++-7 \
         g++-8 \
-        intel-mkl-2020.0-088 \
+        intel-mkl \
         libomp-dev \
         ## Dependencies
         libgomp1 \
@@ -127,7 +125,7 @@ RUN cd /usr/local/src && \
 # Python & cmake
 COPY install/requirements /work/
 RUN python3 -m pip install --upgrade pip && \
-    python3 -m pip install cmake==3.16.6 && \
+    python3 -m pip install cmake==3.17.2 && \
     python3 -m pip install -r /work/requirements
 
 ARG USER_ID=0

cmake/ChooseBlas.cmake

@@ -18,6 +18,16 @@
 set(BLAS "Open" CACHE STRING "Selected BLAS library")
 set_property(CACHE BLAS PROPERTY STRINGS "Atlas;Open;MKL")
 
+# ---[ MKL Options
+if(UNIX)
+  # Single dynamic library interface leads to conflicts between intel omp and llvm omp
+  # https://github.com/apache/incubator-mxnet/issues/17641
+  option(MKL_USE_SINGLE_DYNAMIC_LIBRARY "Use single dynamic library interface" OFF)
+else()
+  option(MKL_USE_SINGLE_DYNAMIC_LIBRARY "Use single dynamic library interface" ON)
+endif()
+
+
 if(DEFINED USE_BLAS)
   set(BLAS "${USE_BLAS}")
 else()
@@ -121,17 +131,25 @@ set(FORTRAN_DIR \\\"\$\{CMAKE_Fortran_IMPLICIT_LINK_DIRECTORIES\}\\\")
     endif()
   endif()
 elseif(BLAS STREQUAL "MKL" OR BLAS STREQUAL "mkl")
-  if (USE_INT64_TENSOR_SIZE)
-    set(MKL_USE_ILP64 ON CACHE BOOL "enable using ILP64 in MKL" FORCE)
+  cmake_dependent_option(BLA_STATIC "Use static libraries" ON "NOT MKL_USE_SINGLE_DYNAMIC_LIBRARY" OFF)
+  if(MKL_USE_SINGLE_DYNAMIC_LIBRARY)
+    set(BLA_VENDOR Intel10_64_dyn)
+    add_definitions(-DMKL_USE_SINGLE_DYNAMIC_LIBRARY=1)
   else()
-    if(MKL_USE_ILP64)
-      message(FATAL_ERROR "MKL_USE_ILP64 cannot be set without USE_INT64_TENSOR_SIZE; "
-              "Please set USE_INT64_TENSOR_SIZE instead of MKL_USE_ILP64.")
+    if(CMAKE_SIZEOF_VOID_P EQUAL 4)
+      set(BLA_VENDOR Intel10_32)
+    else()
+      if(USE_INT64_TENSOR_SIZE)
+        set(BLA_VENDOR Intel10_64ilp)
+      else()
+        set(BLA_VENDOR Intel10_64lp)
+      endif()
     endif()
   endif()
-  find_package(MKL REQUIRED)
+  find_package(BLAS)
+  find_path(MKL_INCLUDE_DIR mkl.h PATHS ENV MKLROOT PATH_SUFFIXES include mkl REQUIRED)
   include_directories(SYSTEM ${MKL_INCLUDE_DIR})
-  list(APPEND mshadow_LINKER_LIBS ${MKL_LIBRARIES})
+  list(APPEND mshadow_LINKER_LIBS ${BLAS_LIBRARIES})
   add_definitions(-DMSHADOW_USE_CBLAS=0)
   add_definitions(-DMSHADOW_USE_MKL=1)
   add_definitions(-DMXNET_USE_BLAS_MKL=1)