kpuatamazon commented on issue #17980: When compiled with MKL, fully_connected 
calls DNNL while dot and batch_dot call MKL
URL: 
https://github.com/apache/incubator-mxnet/issues/17980#issuecomment-609859032
 
 
   I also tried the latest DNNL:
   ```bash
   cd 3rdparty
   rm -rf mkldnn
   git clone https://github.com/oneapi-src/oneDNN mkldnn
   cd ../build && ninja -j 32
   ```
   and DNNL is still slower:
   ```
   Shape (5, 512, 512)
   0.0000875 seconds for fullyconnected (DNNL)
   0.0000507 seconds for dot (MKL)
   Shape (5, 512, 1536)
   0.0002005 seconds for fullyconnected (DNNL)
   0.0000729 seconds for dot (MKL)
   Shape (5, 512, 2048)
   0.0002516 seconds for fullyconnected (DNNL)
   0.0000974 seconds for dot (MKL)
   Shape (5, 2048, 512)
   0.0003564 seconds for fullyconnected (DNNL)
   0.0000981 seconds for dot (MKL)
   Shape (4, 512, 512)
   0.0000928 seconds for fullyconnected (DNNL)
   0.0000497 seconds for dot (MKL)
   ```

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