jeremiedb commented on issue #8974: MXNET compatibility with MKL libraries 
bundled in Microsoft R Open
URL: 
https://github.com/apache/incubator-mxnet/issues/8974#issuecomment-349852802
 
 
   I cannot comment for using the core MKL library, but to use the MKL2017 and  
MKL2017 Experimental you will need to do the following: 
   1. Build the mxnet library with USE_MKL2017 = 1 and USE_MKL2017_EXPERIMENTAL 
= 1
   2. Prior to make the R library (sudo make rpkg), create static links to the 
MKL libraries: 
   ```
   ln -s /usr/local/lib/libiomp5.so /lib/libiomp5.so
   ln -s /usr/local/lib/libmklml_gnu.so /lib/libmklml_gnu.so \
   ln -s /usr/local/lib/libmklml_intel.so /lib/libmklml_intel.so
   ```
   The above works seemlessly, building process take cares of downloading the 
MKL2017 libraries. 
   
   Not sure of the added benefits of using MKL instead of openblas if the 
MKL2017 and Experimental and enabled, but you'll need to modify some parameters 
in the `make/config.mk`, look also at: `MKL_README.md`
   
   

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