DOC: Instructions for installing with dependencies from conda (#3016)

* instructions for installing with conda dependencies

* correct conda command

* more details

* corrections

* remove MPI, not required

* improve instructions

* formatting

INSTALL.md

@@ -35,12 +35,16 @@ Note: the Intel(R) oneAPI components listed here can be installed together throu
 
 https://www.intel.com/content/www/us/en/developer/tools/oneapi/base-toolkit.html
 
+All of these dependencies can alternatively be installed through the `conda` software, but doing so will require a few additional setup steps - see [Conda Development Environment Setup](https://github.com/uxlfoundation/oneDAL/blob/main/INSTALL.md#conda-development-environment-setup) for details.
+
 ## Docker Development Environment
 
 [Docker file](https://github.com/uxlfoundation/oneDAL/tree/main/dev/docker) with the oneDAL development environment
 is available as an alternative to the manual setup.
 
 ## Installation Steps
+
+
 1. Clone the sources from GitHub\* as follows:
 
         git clone https://github.com/uxlfoundation/oneDAL.git
@@ -195,3 +199,72 @@ For example, in a Linux platform, assuming one wishes to execute the `adaboost_d
 ```shell
 ./_cmake_results/intel_intel64_so/adaboost_dense_batch
 ```
+
+## Conda Development Environment Setup
+
+The previous instructions assumed system-wide installs of the necessary dependencies. These can also be installed at a user-level through the `conda` or [mamba](https://github.com/conda-forge/miniforge) ecosystems.
+
+First, create a conda environment for building oneDAL, after `conda` has been installed:
+
+```shell
+conda create -y -n onedal_env
+conda activate onedal_env
+```
+
+Then, install the necessary dependencies from the appropriate channels with `conda`:
+
+* **Linux\***:
+
+```shell
+conda install -y \
+    -c https://software.repos.intel.com/python/conda/ \ `# Intel's repository`
+    -c conda-forge \ `# conda-forge, for tools like 'make'`
+    make python>=3.9 \ `# used by the build system`
+    dpcpp-cpp-rt dpcpp_linux-64 intel-sycl-rt \ `# Intel compiler packages`
+    tbb tbb-devel \ `# required TBB packages`
+    mkl mkl-devel mkl-static mkl-dpcpp mkl-devel-dpcpp \ `# required MKL packages`
+    cmake `# required to build the examples only`
+```
+
+* **Windows\***:
+
+```bat
+conda install -y^
+    -c https://software.repos.intel.com/python/conda/^
+    -c conda-forge^
+    make dos2unix python>=3.9^
+    dpcpp-cpp-rt dpcpp_win-64 intel-sycl-rt^
+    tbb tbb-devel^
+    mkl mkl-devel mkl-static mkl-dpcpp mkl-devel-dpcpp^
+    cmake
+```
+
+Then modify the relevant environment variables to point to the conda-installed libraries:
+
+* **Linux\***:
+
+```shell
+export MKLROOT=${CONDA_PREFIX}
+export TBBROOT=${CONDA_PREFIX}
+export LD_LIBRARY_PATH="${CONDA_PREFIX}/lib:${LD_LIBRARY_PATH}"
+export LIBRARY_PATH="${CONDA_PREFIX}/lib:${LIBRARY_PATH}"
+export CPATH="${CONDA_PREFIX}/include:${CPATH}"
+export PATH="${CONDA_PREFIX}/bin:${PATH}"
+export PKG_CONFIG_PATH="${CONDA_PREFIX}/lib/pkgconfig:${PKG_CONFIG_PATH}"
+export CMAKE_PREFIX_PATH="${CONDA_PREFIX}/lib/cmake:${CMAKE_PREFIX_PATH}"
+```
+
+* **Windows\***:
+
+```bat
+set MKLROOT=%CONDA_PREFIX%\Library
+set TBBROOT=%CONDA_PREFIX%\Library
+set "LD_LIBRARY_PATH=%CONDA_PREFIX%\Library\lib;%LD_LIBRARY_PATH%"
+set "LIBRARY_PATH=%CONDA_PREFIX%\Library\lib;%LIBRARY_PATH%"
+set "CPATH=%CONDA_PREFIX%\Library\include;%CPATH%"
+set "PATH=%CONDA_PREFIX%\Library\bin;%PATH%"
+set "PKG_CONFIG_PATH=%CONDA_PREFIX%\Library\lib\pkgconfig;%PKG_CONFIG_PATH%"
+set "CMAKE_PREFIX_PATH=%CONDA_PREFIX%\Library\lib\cmake;%CMAKE_PREFIX_PATH%"
+```
+
+After that, it should be possible to build oneDAL and run the examples using the ICX compiler and the oneMKL libraries as per the instructions.