The build expects that either Intel Parallel Studio 2020 (with the Intel Compiler)
or Intel Math Kernel Library 2020 is installed. If you run into an error with `mkl_link_tool.exe`
you may need to patch a targets file, see [MKL 2020.1, VS2019 linking bug ](https://software.intel.com/en-us/forums/intel-math-kernel-library/topic/851578).
Building the Intel MKL native provider for Windows requires additionally:
The build is targeting `Windows 10 SDK (10.0.17763.0)` and the `v142` platform toolset,
both of which can be installed as individual components in the Visual Studio Installer,
together with the `Desktop development with C++` workload.
* Either Intel Parallel Studio 2020 or Intel Math Kernel Library 2020 is installed
* Visual Studio 2019, with the following options
* Desktop development with C++ workload
* Windows 10 SDK (10.0.17763.0)
* MSVC v142 - VS 2019 C++ x64/x86 build tools
The build can then be triggered by calling:
./build.sh MklWinBuild // build both 32 and 64 bit variants
./build.sh MklTest // run all tests with the MKL provider enforced
./build.sh MklWinAll // build and run tests
If you run into an error with `mkl_link_tool.exe` you may need to patch a targets file,
see [MKL 2020.1, VS2019 linking bug ](https://software.intel.com/en-us/forums/intel-math-kernel-library/topic/851578).
The build puts the binaries to `out/MKL/Windows/x64` (and `x86`), the NuGet package
to `out/MKL/NuGet` and a Zip archive to `out/MKL/Zip`. You can directly use the provider from
there by setting `Control.NativeProviderPath` to the full path pointing to `out/MKL/Windows/`;