Add `mkl` dependency #415

Job	Run time
build_windows (3.14)	6m 35s
build_windows (3.13)	7m 6s
build_linux (3.10)	3m 10s
build_windows (3.10)	7m 44s
build_linux (3.11)	3m 15s
build_windows (3.11)	6m 25s
build_linux (3.12)	3m 19s
build_linux (3.13)	3m 23s
build_linux (3.14)	3m 31s
build_windows (3.12)	6m 55s
test_linux (3.13, false, ubuntu-latest)	1m 15s
test_linux (3.14, false, ubuntu-latest)	1m 34s
test_linux (3.11, false, ubuntu-latest)	1m 33s
test_linux (3.12, false, ubuntu-latest)	1m 28s
test_linux (3.10, false, ubuntu-latest)	1m 22s
test_windows (3.14, false, windows-latest)	3m 33s
test_windows (3.10, false, windows-latest)	3m 47s
test_windows (3.12, false, windows-latest)	3m 22s
test_windows (3.11, false, windows-latest)	3m 29s
test_windows (3.13, false, windows-latest)	3m 23s
	1h 16m 9s

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