I understand the JuliaPro does not ship MKL version anymore. There is an explanation of the situation in 2016 by @StefanKarpinski :
This is not a technical issue primarily, it’s a legal one. You can easily build Julia with MKL, but as long as Julia ships with GPL libraries like FFTW and SuiteSparse, shipping Julia with MKL is illegal. Non-GPL licenses for both FFTW and SuiteSparse can be purchased, but obviously that’s not a viable open source default. If you’re willing to pay for a commercially supported Julia Pro, then you can get Julia built with non-GPL versions of these libraries and MKL.
from https://github.com/JuliaLang/julia/issues/18374. So what prevents Julia from shipping with MKL instead of (or addition to) OpenBLAS? Does this legal argument still apply? Or is it perhaps developer-time issue? Or some other technical difficulty?
PS: If anyone has Julia with MKL built, would it be possible to run the test discussed in Performance gotcha in linear algebra lu()? It would be much appreciated!