Installing and enabling the full MKL installation enables MKL support for all operators under the linalg namespace.
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Download and install the latest full MKL version following instructions on the intel website.
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Set USE_BLAS=mkl in make/config.mk
1.1 Set ADD_LDFLAGS=-L<path/to/mkl/lib/folder> (ex. ADD_LDFLAGS=-L/opt/intel/compilers_and_libraries_2018.0.128/linux/mkl/lib)
1.1 Set ADD_CFLAGS=-I<path/to/mkl/include/folder> (ex. ADD_CFLAGS=-L/opt/intel/compilers_and_libraries_2018.0.128/linux/mkl/include)
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Run 'make -j ${nproc}'
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Navigate into the python directory
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Run 'sudo python setup.py install'