conda install -c intel mkl
Installs MKL. But now, I proceed to compile code which depends on mkl, and I point it to my anaconda:
MKLROOT=.../path/to/env/my_env/lib
Where many mkl library files now reside.
However, I get a message indicating mkl_service.h is missing. So I install conda install anaconda mkl-service. However, this does not yield the missing header file.
How do I acquire this missing file in the anaconda version of MKL?
In my installation I had to do a
$ conda install mkl-include
After that I added the directory
<path_to_conda_installation>\conda\envs\<env_name>\Library\include
to the include_path (in the setup.py file).