Better IntelMKL support in CMakeLists for Windows
On Windows platform, CMake tries to find IntelMKL before calling find_package(BLAS/LAPACK).
If not found, it is quite complex to understand which library should be filled in cache because plently of BLAS variables are created (from FindBLAS.cmake ? - which is unreadable by the way)
As currently written, IntelMKL is found if and only a ia32/lib or em64t/lib folders are located in a system folder (e.g.: Program Files (x86) ?), which is in general not the case. Therefore, it should be interesting to define the IntelMKL installation path (in a cache variable for example).
Furthermore, implementation seems to be wrong for 64 bits compilations. In em64t/lib folder, required mkl_intel_c.lib does not exist. From what I understand in MKL documentation, mkl_intel_lp64.lib library should be used instead (at least, in works in my case).
Thanks for taking this bug into consideration.
Olivier Pierard - Cenaero