zhyaoch opened a new issue, #21138:
URL: https://github.com/apache/incubator-mxnet/issues/21138

   ## Description
   When I was compiling the source code of Mxnet v0.9.5,there meet some Error 
Messages that said can't open the file of “mkl_dnn_types.h” and “mkl_dnn.h”,and 
it seems like these file isn't in the source code of Mxnet,so where should I 
find these files.
   
   ### Error Message
   fatal error: mkl_dnn.h: No such file or directory
   fatal error: mkl_dnn_types.h: No such file or directory
   
   


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