use the mkldnn shared lib so.0

cmake/external/mkldnn.cmake

@@ -78,7 +78,15 @@ ADD_LIBRARY(mkldnn STATIC ${dummyfile})
 TARGET_LINK_LIBRARIES(mkldnn ${MKLDNN_LIB} ${MKLML_LIB} ${MKLML_IOMP_LIB})
 ADD_DEPENDENCIES(mkldnn ${MKLDNN_PROJECT})
 
+# copy the real so.0 lib to install dir
+# it can be directly contained in wheel or capi
+SET(MKLDNN_SHARED_LIB ${MKLDNN_INSTALL_DIR}/libmkldnn.so.0)
+ADD_CUSTOM_COMMAND(OUTPUT ${MKLDNN_SHARED_LIB}
+    COMMAND cp ${MKLDNN_LIB} ${MKLDNN_SHARED_LIB}
+    DEPENDS mkldnn)
+ADD_CUSTOM_TARGET(mkldnn_shared_lib ALL DEPENDS ${MKLDNN_SHARED_LIB})
+
 IF(WITH_C_API)
-  INSTALL(FILES ${MKLDNN_LIB} DESTINATION lib)
+  INSTALL(FILES ${MKLDNN_SHARED_LIB} DESTINATION lib)
 ENDIF()
 

python/CMakeLists.txt

@@ -29,8 +29,8 @@ if(WITH_MKLML)
 endif()
 
 if(WITH_MKLDNN)
-  list(APPEND MKL_SHARED_LIBS "${MKLDNN_LIB}" "${MKLDNN_LIB}.0")
+  list(APPEND MKL_SHARED_LIBS "${MKLDNN_SHARED_LIB}")
-  list(APPEND MKL_DEPENDS mkldnn)
+  list(APPEND MKL_DEPENDS mkldnn mkldnn_shared_lib)
 endif()
 
 if(WITH_GPU)