Building OpenTURNS against MKL

If getting the error:

Intel MKL FATAL ERROR: Cannot load libmkl_mc3.so or libmkl_def.so.

CMakes FindLAPACK/FindBLAS worked but failed due to the way that OpenTURNS and possibly other Python packages that use dlopen(RTLD_GLOBAL) failed. Details from Intel.

    cmake \
      -DCMAKE_INSTALL_PREFIX=/home/software/rhel6/openturns/1.3rc2 \
      -DUSE_SYSTEM_MUPARSER=OFF \
      -DPYTHON_INCLUDE_DIR=/home/software/rhel6/python/2.7.5/include/python2.7/ \
      -DPYTHON_LIBRARY=/home/software/rhel6/python/2.7.5/lib/libpython2.7.so \
      -DBLAS_blas_LIBRARY=/usr/cac/rhel6/intel-xe-2015/mkl/lib/intel64/libmkl_rt.so \
      -DLAPACK_lapack_LIBRARY=/usr/cac/rhel6/intel-xe-2015/mkl/lib/intel64/libmkl_rt.so \

      ../openturns-1.3rc2