Add `mkl` dependency #66

Job	Run time
build_linux (3.11)	3m 15s
build_linux (3.10)	3m 22s
build_windows (3.10)	6m 53s
build_windows (3.12)	6m 25s
build_windows (3.13)	6m 40s
build_windows (3.11)	5m 55s
build_windows (3.14)	7m 28s
build_linux (3.13)	3m 17s
build_linux (3.12)	3m 21s
build_linux (3.14)	3m 27s
test_linux (3.14, false, ubuntu-latest)	1m 22s
test_linux (3.11, false, ubuntu-latest)	1m 29s
test_linux (3.13, false, ubuntu-latest)	1m 36s
test_linux (3.12, false, ubuntu-latest)	1m 21s
test_linux (3.10, false, ubuntu-latest)	1m 19s
test_windows (3.14, false, windows-latest)	3m 59s
test_windows (3.10, false, windows-latest)	3m 24s
test_windows (3.13, false, windows-latest)	3m 24s
test_windows (3.11, false, windows-latest)	3m 25s
test_windows (3.12, false, windows-latest)	3m 28s
	1h 14m 50s

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