yinghu5 commented on issue #14829: Yinghu5 cmake 1 URL: https://github.com/apache/incubator-mxnet/pull/14829#issuecomment-487491572 We planned to update the 3 cmakefiles : ChooseBLAS.cmake, FindMKL.cmake and mshadow.cmake. The logic diagram is as the pdf. Red parts are original logic and green parts are new. [cmake_mxnet_fixed.pdf](https://github.com/apache/incubator-mxnet/files/3126519/cmake_mxnet_fixed.pdf) 1. change use BLAS logic 2. unlock the MKLDNN and MKL dependency  and we test both windows and linux,and get the build passed, [cmake_test.docx](https://github.com/apache/incubator-mxnet/files/3126530/cmake_test.docx) thanks
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