Clarify MKL compiling and linking process

[sguada]

In the Intel MKL Link advisory explains the different ways to link MKL with other code. That includes the option of static linking, dynamic linking or single dynamic linking.
http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/

It mentions that when compiling for OS.X one has to add -m64 to the clang options, but not for Linux.

It also mentions that in case of dynamic linking then one has to run mklvars.sh to set the appropriate vars.
http://software.intel.com/sites/products/documentation/hpc/mkl/userguides/mkl_userguide_win/MKL_UG_getting_started/Environment_Setting_Scripts.htm

http://software.intel.com/sites/products/documentation/hpc/mkl/userguides/mkl_userguide_win/MKL_UG_linking_your_application/Using_dynamic_interface.htm

Apparently there are set of MKL redistributable libraries, that we could re-distribute with Caffe to let people run it without need to have MKL.

[sergeyk]

Just a note that -m64 wasn't required for me to get a successful OS X build.
I've written up the process at the bottom of this: http://caffe.berkeleyvision.org/installation.html

[shelhamer]

The MKL library licensing does include redistribution of the library .so and .la files: http://software.intel.com/en-us/articles/which-intel-math-kernel-library-intel-mkl-libraries-are-redistributables. We have the option of distributing precompiled binaries if we so choose.

Lack of auto-configuration aside, our build and linking of MKL work. The dynamic linking documentation you referenced seems to be only for Windows, so we don't need to worry about mklvars.sh.