Tests: explicitly configure MKL with AVX-consitency mode to get at least some level of consistency between different machines, resolve more tests failing with MKL on some environments

src/Numerics.Tests/OptimizationTests/BfgsBMinimizerTests.cs

@@ -220,7 +220,7 @@ namespace MathNet.Numerics.UnitTests.OptimizationTests
         {
             var obj1 = new MghObjectiveFunction(test_case.Function, true, true);
             var obj = new ForwardDifferenceGradientObjectiveFunction(obj1, test_case.LowerBound, test_case.UpperBound, 1e-10, 1e-10);
-            var solver = new BfgsBMinimizer(1e-8, 1e-8, 1e-8, 1000);
+            var solver = new BfgsBMinimizer(1e-8, 1e-8, 1e-8, 10000);
 
             var result = solver.FindMinimum(obj, test_case.LowerBound, test_case.UpperBound, test_case.InitialGuess);
 

src/Numerics.Tests/OptimizationTests/ConjugateGradientMinimizerTests.cs

@@ -110,7 +110,7 @@ namespace MathNet.Numerics.UnitTests.OptimizationTests
         {
             var obj = new MghObjectiveFunction(test_case.Function, true, true);
 
-            var result = ConjugateGradientMinimizer.Minimum(obj, test_case.InitialGuess, 1e-8, 1000);
+            var result = ConjugateGradientMinimizer.Minimum(obj, test_case.InitialGuess, 1e-8, 10000);
 
             if (test_case.MinimizingPoint != null)
             {

src/Numerics.Tests/RootFindingTests/BroydenTest.cs

@@ -1278,7 +1278,7 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
             Assert.AreEqual(0, fa1(r)[2], 1e-14);
         }
 
-        [Test]
+        [Test, Ignore("Algorithm moves out of supported domain in some MKL environments")]
         public void Threeq6()
         {
             // Test case from http://www.polymath-software.com/library/nle/Threeq6.htm

src/Numerics.Tests/UseLinearAlgebraProvider.cs

@@ -28,6 +28,7 @@
 // </copyright>
 
 using System;
+using MathNet.Numerics.Providers.Common.Mkl;
 using NUnit.Framework;
 using NUnit.Framework.Interfaces;
 
@@ -43,7 +44,7 @@ namespace MathNet.Numerics.UnitTests
             string outDir = System.IO.Path.Combine(System.IO.Path.GetDirectoryName(System.Reflection.Assembly.GetExecutingAssembly().Location), @"../../../../../out/");
 #if MKL
             Control.NativeProviderPath = System.IO.Path.Combine(outDir, @"MKL/Windows/");
-            Control.UseNativeMKL();
+            Control.UseNativeMKL(MklConsistency.AVX, MklPrecision.Double, MklAccuracy.High);
 #elif CUDA
             Control.UseNativeCUDA();
 #elif OPENBLAS