@gzmask https://software.intel.com/en-us/mkl Make sure you get the 2018 release.
Also, these are the ones you need:
libiomp5.so
libmkl_avx2.so
libmkl_avx512.so
libmkl_core.so
libmkl_def.so
libmkl_intel_lp64.so
libmkl_intel_thread.so
libmkl_rt.so
libmkl_vml_def.so``