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libTH doesn't recognize Intel MKL in its default location #673

@Maratyszcza

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@Maratyszcza

When building PyTorch from sources, libTH doesn't find Intel MKL in its default location (/opt/intel/mkl/include for includes and /opt/intel/mkl/lib/intel64 for .so/.a). This can be worked around by adding these paths to CMAKE_PREFIX_PATH, but would be good if libTH searched default path by default: using system BLAS library on Linux is usually tremendously slower than Intel MKL, and its easy to not notice that libTH didn't find MKL.

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    module: dependency bugProblem is not caused by us, but caused by an upstream library we usetodoNot as important as medium or high priority tasks, but we will work on these.

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