Link the library MKL SDL to run pardiso_basic

[cauachagas]

i wrote a simple FindMKL_SDL to run the pardiso_basic example. I used an similar Dockerfile to run the project

cmake -B build

cmake -B build -DMKLROOT=$CONDA_PREFIX

Examples running

Ubuntu 22.04 libmkl-rt

I tried changing FindMKL_SDL to work with libmkl_rt.so coming from sudo apt-get install libmkl-rt on Ubuntu 22.04 but it gives the error

symbol lookup error: /lib/x86_64-linux-gnu/libmkl_intel_thread.so: undefined symbol: omp_in_parallel

I believe this version libmkl_rt.so is only compatible with intel compilers.

[scivision]

This is implicitly done within FindScalapack.cmake, despite the confusing name.
One could make a FindPardiso.cmake that would handle the non-MKL Pardiso and invoke find_package(MKL CONFIG) for MKL Pardiso