Update mshadow.cmake to set BLAS

[yinghu5]

Working with @yajiedesign, @TaoLv @pengzhao-intel @larroy @NeoZhangJiangyu to restructure the mxnet cmake build systems to make MKLDNN, MKL logic correct.
In the past, the logic to set BLAS in mshadow.cmake is incorrect. Now, USE_BLAS have high priority than USE_MKL_IF_AVAILABLE.

[pengzhao-intel]

Thanks of the improvement :) @larroy @szha

Could you paste the diagram of cmake (you showed internally) so people can understand the change easily?

[pengzhao-intel]

BTW, how do you verify the current change? Could you paste the test results?

[yinghu5]

We planned to update the 3 cmakefiles : ChooseBLAS.cmake, FindMKL.cmake and mshadow.cmake. the logic diagram is as the pdf. Red parts are original logic and green parts are new. cmake_mxnet_fixed.pdf

The mshadow.cmake part is as below.

[yinghu5]

we check the change by add debug message in cmakefile.

message(STATUS "USE_MKL_IF_AVAILABLE ${USE_MKL_IF_AVAILABLE}")
message(STATUS "USE_MKLML_MKL ${USE_MKLML_MKL}")
message(STATUS "USE_MKLDNN ${USE_MKLDNN}")
message(STATUS "USE_BLAS ${USE_BLAS}")
message(STATUS "MKL_FOUND ${MKL_FOUND}")
message(STATUS "BLAS ${BLAS}")

and test were passed. Record into the doc files.
cmake_test.docx

Thanks

[yinghu5]

@pengzhao-intel, please help to review the format change. thanks

[pengzhao-intel]

LGTM

@szha @lebeg @larroy to review and merge.

[TaoLv]

@yinghu5 please use this upstream branch in your MXNet PR then we can have an end to end validation.

[TaoLv]

@yajiedesign @szha @eric-haibin-lin is it possible to have this merged?

[larroy]

LGTM