Add `mkl` dependency #413

Job	Run time
build_linux (3.10)	3m 24s
build_linux (3.11)	3m 25s
build_linux (3.12)	3m 20s
build_linux (3.14)	3m 17s
build_linux (3.13)	3m 27s
build_windows (3.10)	6m 51s
build_windows (3.11)	6m 55s
build_windows (3.14)	6m 32s
build_windows (3.12)	6m 17s
build_windows (3.13)	6m 16s
test_linux (3.14, false, ubuntu-latest)	1m 25s
test_linux (3.13, false, ubuntu-latest)	1m 34s
test_linux (3.11, false, ubuntu-latest)	1m 23s
test_linux (3.12, false, ubuntu-latest)	1m 32s
test_linux (3.10, false, ubuntu-latest)	1m 29s
test_windows (3.14, false, windows-latest)	3m 51s
test_windows (3.10, false, windows-latest)	3m 48s
test_windows (3.13, false, windows-latest)	3m 44s
test_windows (3.11, false, windows-latest)	3m 18s
test_windows (3.12, false, windows-latest)	3m 18s
	1h 15m 6s

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