cmake: copy dnnl headers to include/mkldnn (apache#17647)

Other headers (except dnnl_config.h and dnnl_version.h) are statically distributed in DNNL repo but dnnl_config.h and dnnl_version.h are generated during compilation. All these headers should be installed to the some place when make install.

CMakeLists.txt

@@ -756,6 +756,14 @@ if(USE_DIST_KVSTORE)
   list(APPEND mxnet_LINKER_LIBS pslite)
 endif()
 
+if(USE_MKLDNN)
+    add_custom_command(TARGET mxnet POST_BUILD
+      COMMAND ${CMAKE_COMMAND} -E copy
+      ${CMAKE_BINARY_DIR}/3rdparty/mkldnn/include/dnnl_config.h  ${CMAKE_SOURCE_DIR}/include/mkldnn/
+      COMMAND ${CMAKE_COMMAND} -E copy
+      ${CMAKE_BINARY_DIR}/3rdparty/mkldnn/include/dnnl_version.h  ${CMAKE_SOURCE_DIR}/include/mkldnn/)
+endif()
+
 function(BuildTVMOP)
   # scope the variables in BuildTVM.cmake to avoid conflict
   include(cmake/BuildTVM.cmake)