zheng-da commented on a change in pull request #10613: Add Windows MKLDNN 
Building Instruction
URL: https://github.com/apache/incubator-mxnet/pull/10613#discussion_r182801243
 
 

 ##########
 File path: MKL_README.md
 ##########
 @@ -17,3 +17,106 @@ Installing and enabling the full MKL installation enables 
MKL support for all op
 
   5. Run 'sudo python setup.py install'
 
+
+## Build/Install MXNet with a full MKL installation on Windows:
+
+To build and install MXNet yourself, you need the following dependencies. 
Install the required dependencies:
+
+1. If [Microsoft Visual Studio 
2015](https://www.visualstudio.com/vs/older-downloads/) is not already 
installed, download and install it. You can download and install the free 
community edition.
+2. Download and Install [CMake](https://cmake.org/) if it is not already 
installed.
+3. Download and install 
[OpenCV](http://sourceforge.net/projects/opencvlibrary/files/opencv-win/3.0.0/opencv-3.0.0.exe/download).
+4. Unzip the OpenCV package.
+5. Set the environment variable ```OpenCV_DIR``` to point to the ```OpenCV 
build directory``` (```C:\opencv\build\x64\vc14``` for example). Also, you need 
to add the OpenCV bin directory (```C:\opencv\build\x64\vc14\bin``` for 
example) to the ``PATH`` variable.
+6. If you have Intel Math Kernel Library (MKL) installed, set ```MKL_ROOT``` 
to point to ```MKL``` directory that contains the ```include``` and ```lib```. 
Typically, you can find the directory in
+```C:\Program Files 
(x86)\IntelSWTools\compilers_and_libraries_2018\windows\mkl```.
+7. If you don't have the Intel Math Kernel Library (MKL) installed, download 
and install 
[OpenBlas](http://sourceforge.net/projects/openblas/files/v0.2.14/). Note that 
you should also download ```mingw64.dll.zip`` along with openBLAS and add them 
to PATH.
+8. Set the environment variable ```OpenBLAS_HOME``` to point to the 
```OpenBLAS``` directory that contains the ```include``` and ```lib``` 
directories. Typically, you can find the directory in ```C:\Program files 
(x86)\OpenBLAS\```. 
+
+After you have installed all of the required dependencies, build the MXNet 
source code:
+
+1. Download the MXNet source code from 
[GitHub](https://github.com/dmlc/mxnet). Don't forget to pull the submodules:
+```
+    git clone https://github.com/apache/incubator-mxnet.git ~/mxnet --recursive
+```
+
+2. Update mkldnn to the newest:
+```
+    cd 3rdparty/mkldnn/ && git checkout master && git pull
+```
+
+Or you can follow the [#216](https://github.com/intel/mkl-dnn/pull/216) to do 
some changes directly.
+
+3. Download [MKLML small 
library](https://github.com/intel/mkl-dnn/releases/download/v0.13/mklml_win_2018.0.2.20180127.zip):
+
+Extract it to `3rdparty/mkldnn/external` manually.
+
+4. Copy file `3rdparty/mkldnn/config_template.vcxproj` to incubator-mxnet root.
 
 Review comment:
   is it possible to do everything from step 2 to 4 in a single command line? 
once we update the mkldnn submodule, we won't need step 2. 

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