yinghu5 opened a new issue #14730: 3rdparty/sparse-matrix can't work under 
windows cmake. 
URL: https://github.com/apache/incubator-mxnet/issues/14730
 
 
   Target
   We are working on redesign the build logic of MXNET with MKL/MKLDNN, with 
@pengzhao-intel @TaoLv @@juliusshufan,
   
   when enable MKL and MKLDNN in build logic,  the build with 
3rdparty/sparse-matrix  failed as it haven't windows cmake support. 
   
   Reproduce step: 
   
   C:\mxnet_4\incubator-mxnet\build>cmake -G "Visual Studio 14 Win64" .. 
-DUSE_CUDA=0 -DUSE_CUDNN=0  -DUSE_OPENCV=1 -DUSE_OPENMP=1 -DUSE_BLAS=mkl 
-DUSE_LAPACK=1 -DUSE_PROFILER=1 -DUSE_DIST_KVSTORE=0  -DUSE_MKL_IF_AVAILABLE=1 
-DUSE_MKLDNN=1  -DCMAKE_BUILD_TYPE=Release -DMKL_ROOT="C:\Program Files 
(x86)\IntelSWTools\compilers_and_libraries_2019.3.203\windows\mkl"
   
   switch on this : 
   #if (MSHADOW_USE_MKL == 1)
   #include "sparse_matrix.h"
   #endif
   
   msbuild mxnet.sln /p:Configuration=Release;Platform=x64 /maxcpucount
    c:\mxnet_4\incubator-mxnet\src\operator\tensor\./dot-inl.h(42): fatal error 
C1083: Cannot open include file: 'sparse_matrix
          .h': No such file or directory (compiling source file 
C:\mxnet_4\incubator-mxnet\src\operator\tensor\dot.cc) [C:\mxnet_4\incu
          bator-mxnet\build\mxnet.vcxproj]
   
   Please help to consider to add it  @triplekings  and @eric-haibin-lin.  
thanks

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