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libnd4j: Link with MKL-DNN and OpenBLAS when available from Maven #6204
I plan to add support for MKL-DNN to libnd4j by basically using Maven as our repository for native libraries as well. That'll probably eventually include BLAS and LAPACK too, so I've also added OpenBLAS here to test as a fallback for platforms that don't have MKL.
In the case of Windows, Intel doesn't test MKL-DNN with GCC, not sure if it would be a good idea to build it with it, but if we're stuck with MSVC, this means we might have to switch libnd4j to MSVC as well, without good OpenMP support, or switch to the Intel C++ Compiler...
Anyway, for now I've just added a couple of