Hi I know I am a year late but this is the first result when googling for 
similar linker errors for functions like ssyevd_.
First of all, those functions with names like ssyevd_ are from LAPACK. Second 
of all, it looks like the mxnet cmake files might not bother to include the 
lapack library on windows. Im not sure why this is, I found this code in the 
main CMAKE file

 if(NOT MSVC AND NOT CMAKE_BUILD_TYPE STREQUAL "Distribution"
       AND NOT BLAS STREQUAL "Open" AND NOT BLAS STREQUAL "open")
      list(APPEND mxnet_LINKER_LIBS lapack)
    endif()

It looks like it purposely excludes lapack from windows builds. i believe this 
is incorrect, at least for the OpenBLAS library i am linking to. I have a 
lapack dll (I'm using vcpkg to supply some of the dependencies) so I will add 
it to the windows mxnet build and maybe it will work. The build will not be 
done for hours so im making this post while I still have this thread open

Perhaps at some point OpenBLAS changed the way they use LAPACK and now one 
library requires the other rather than having it embedded ? Just a theory, i 
can confirm using /dumpbin that these missing functions are NOT inside my 
openblas DLL and they are for sure in the LAPACK one





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