Backport 7908, BLD: Fixed MKL detection for recent versions of this library. #7919
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Backport #7908.
The detection of the MKL library was broken. According to Intel, the recommended way to build numpy and use MKL is to define a site.cfg with the values:
See https://software.intel.com/en-us/articles/numpyscipy-with-intel-mkl for more info.
The name of the libraries in system_info has been updated so now no site.cfg is needed if the MKLROOT environment variable is properly set to detect MKL.