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Update README to contain instructions on how to install mkldnn for Linux (#7625)
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@ -175,6 +175,7 @@ export CMAKE_PREFIX_PATH="$(dirname $(which conda))/../" # [anaconda root direct
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# Install basic dependencies
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conda install numpy pyyaml mkl mkl-include setuptools cmake cffi typing
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conda install -c intel mkl-dnn
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# Add LAPACK support for the GPU
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conda install -c pytorch magma-cuda80 # or magma-cuda90 if CUDA 9
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