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MKL Windows fixes

Lars Bilke requested to merge bilke/ogs:mkl-win-fixes into master

Thanks to @jrandow for reporting.

Requires to install Intel oneAPI with MKL and TBB enabled (on Windows).

Maybe we should switch to this in the future: https://www.intel.com/content/www/us/en/develop/documentation/onemkl-macos-developer-guide/top/getting-started/cmake-config-for-onemkl.html

Follow-up on !4001 (merged).

  1. Feature description was added to the changelog
  2. Tests covering your feature were added?
  3. Any new feature or behavior change was documented?
Edited by Lars Bilke

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