@gzmask https://software.intel.com/en-us/mkl Make sure you get the 2018 release.

Also, these are the ones you need:

libiomp5.so libmkl_avx2.so libmkl_avx512.so libmkl_core.so libmkl_def.so libmkl_intel_lp64.so libmkl_intel_thread.so libmkl_rt.so libmkl_vml_def.so``