Fix cmake MKL BLAS library finding

Thanks to Daniel Arndt <[email protected]>

cmake/Modules/FindTPLMKL.cmake

@@ -18,6 +18,7 @@ IF(TARGET MKL::MKL)
   ADD_LIBRARY(KokkosKernels::MKL ALIAS MKL )
   GET_TARGET_PROPERTY(LIB_TYPE ${TPL_IMPORTED_NAME} TYPE)
   MESSAGE("LIB_TYPE: ${LIB_TYPE}")
+  SET(BLAS_LIBRARIES MKL::MKL)
   # kokkoskernels_export_imported_tpl install MKL with target name MKL instead of
   # MKL::MKL or KokkosKernels::MKL, so we need to install a specific ALIAS one
   if(TARGET MKL)
@@ -33,6 +34,8 @@ ELSEIF (CMAKE_CXX_COMPILER_ID STREQUAL "Intel")
   KOKKOSKERNELS_CREATE_IMPORTED_TPL(MKL INTERFACE COMPILE_OPTIONS -mkl LINK_OPTIONS -mkl)
   INCLUDE(FindPackageHandleStandardArgs)
   FIND_PACKAGE_HANDLE_STANDARD_ARGS(TPLMKL DEFAULT_MSG KOKKOSKERNELS_HAS_MKL_ARG)
+  # TODO: @masterleinad: "That didn't work for me. We were missing a library search path."
+  SET(BLAS_LIBRARIES "mkl")
 ELSEIF(WIN32)
   SET(BLA_VENDOR Intel10_64lp)
   FIND_PACKAGE(BLAS REQUIRED)
@@ -72,5 +75,6 @@ ELSE()
       HEADER_PATHS
         ${MKL_ROOT}/include
     )
+    SET(BLAS_LIBRARIES "mkl_intel_lp64;mkl_intel_thread;mkl_core;iomp5")
     ENDIF()
 ENDIF()