Hello Andreas,

I had the same problem until I found the following bug report. 
http://public.kitware.com/Bug/view.php?id=12924

Apparently the FindBLAS.cmake and FindLAPACK.cmake are searching for older
libraries prior MKL version 10.3. They need to be updated. 
I'm trying to contact the bug reporter now to get the details. Once I know more
I will post it here. 

Cheers,

Frank



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