[MKL] Add IntelOpenMP as dependency

[giordano]

This reorganises the builder like #259 in order to properly work with Azure Pipelines and adds IntelOpenMP as dependency. Requires JuliaRegistries/General#6255 to be merged.

[giordano]

Here audit takes quite a lot of time, should we disable it, like it was before?

[giordano]

Interesting: after adding IntelOpenMP as dependency audit is failing 😕

[staticfloat]

I don't know why, but it's putting the libraries into lib/lib/libmkl_core.so instead of lib/libmkl_core.so, so it can't find them at the end.

[giordano]

Maybe I should check the mv commands

[giordano]

Now ${libdir} already exists and

mv lib ${libdir}

puts lib into ${libdir}.

After we finish the LLVM builds I'll update the script to:

cd $WORKSPACE/srcdir
if [[ ${target} == *mingw* ]]; then
    cp -r Library/bin/* ${libdir}
else
    cp -r lib/* ${libdir}
fi
install_license info/*.txt

[giordano]

Good to go?

I've marked the artifacts to be lazy because, even though the license of MKL allows redistribution, the library is not free and open source software and is also quite large. This sparked some legitimate complaints in JuliaMath/FFTW.jl#133. By making the artifacts lazy we require the users to opt-in the download of the tarball, like setting an environment variable for FFTW.jl.