Cannot open libmkl_rt

[aminya]

Testing on Windows with the latest MKL on Julia 1.4:

julia> using LinearAlgebra

julia> BLAS.vendor()
:mkl

julia> using Libdl

julia>dlopen(:libmkl_rt; throw_error=true)
ERROR: could not load library "libmkl_rt"
The specified module could not be found.

Stacktrace:
 [1] dlopen(::String, ::UInt32; throw_error::Bool) at C:\Julia-1.4.0-DEV\share\julia\stdlib\v1.4\Libdl\src\Libdl.jl:109
 [2] #dlopen#2 at C:\Julia-1.4.0-DEV\share\julia\stdlib\v1.4\Libdl\src\Libdl.jl:109 [inlined]
 [3] top-level scope at none:0

This came up from this PR to VML.jl : JuliaMath/IntelVectorMath.jl#17

[aminya]

Opening the library explicitly solves the issue:

dlopen("C:\\Users\\yahyaaba\\.julia\\packages\\MKL\\goLVK\\deps\\usr\\bin\\mkl_rt.dll"; throw_error=true)
Ptr{Nothing} @0x00007ffbf70f0000

It appears that these are related to path issues that we had

[aminya]

Turns out, on Windows the name of dll is :mkl_rt instead of :libmkl_rt, and so the following works:

using Libdl
dlopen(:mkl_rt)

[Crown421]

Pull request has been updated with this.