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[FEATURE] Enable dynamic linking with MKL and compiler based OpenMP #20474
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[FEATURE] Enable dynamic linking with MKL and compiler based OpenMP
OneMKL 2021.3 fixed linking OpenMP while using SDL and MKL_THREADING_LAYER set to GNU.
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[WIP] Adding github runner for MAC OS to check MKL specific changes
This is a temporary change to check if adding MKL runtime support won't crash MacOS.
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Fix for finding MKL libraries on MacOs by FindBLAS.cmake
Turn off SDL for MKL on MacOS as it need fixes.
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Enable linking MxNET with MKL static libraries on MacOS
Add proper mkl_threading flags for Mac Os. Enable all tests that are for MacOS + MKL tests. Rebuild numpy with MKL BLAS (instead of OpenBLAS).
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