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Turn on mkl in our CPU only builds #5888

@ezyang

Description

@ezyang

As per https://ci.pytorch.org/jenkins/job/pytorch-builds/job/pytorch-linux-trusty-py3.6-gcc4.8-build/3813//consoleFull

0:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_sequential - mkl_core - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - gomp - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - iomp5 - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf_lp64 - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf_lp64: not found
20:14:37 -- Checking for [mkl_gf - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_gf - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_gf: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel_lp64 - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel_lp64: not found
20:14:37 -- Checking for [mkl_intel - mkl_gnu_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl_intel - mkl_intel_thread - mkl_core - pthread - m - dl]
20:14:37 --   Library mkl_intel: not found
20:14:37 -- Checking for [mkl - guide - pthread - m]
20:14:37 --   Library mkl: not found
20:14:37 -- MKL library not found

mkl is not installed on our CPU boxes, which means that we're not running tests with them. We should.

CC @ssnl

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