bgawrych commented on issue #20301:
URL: 
https://github.com/apache/incubator-mxnet/issues/20301#issuecomment-872033076


   @matteosal Are you sure that your $mkl_dir path is proper one? In my 
environment I have 
   -DMKL_INCLUDE_DIR=/home/bg/miniconda3/envs/mxnet/**include** \
   -DBLAS_LIBRARIES="/home/bg/miniconda3/envs/mxnet/**lib**/libmkl_def.so; \
   
    /home/bg/miniconda3/envs/mxnet/**lib**/libmkl_intel_ilp64.so;
 \
   
    /home/bg/miniconda3/envs/mxnet/**lib**/libmkl_core.so; \
   
    /home/bg/miniconda3/envs/mxnet/**lib**/libmkl_intel_thread.so;
 \
       /home/bg/miniconda3/envs/mxnet/**lib**/libiomp5.so"
   
   Notice that include_dir have different path than BLAS_LIBRARIES **lib** vs 
**include**
   


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