cmake: copy dnnl headers to include/mkldnn

[TaoLv]

Description

Should resolve #17628 .

Same logic as in makefile here:
https://github.com/apache/incubator-mxnet/blob/master/mkldnn.mk#L52-L53

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at https://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

• Feature1, tests, (and when applicable, API doc)
• Feature2, tests, (and when applicable, API doc)

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

[TaoLv]

@leezu

[leezu]

Why not use symbolic link as for the other include files?

With this PR, include/mkldnn looks as follows:

ls -l include/mkldnn                                                                                                                                   ~/src/mxnet-master cp_dnnl_headers ip-172-31-95-96
total 8
lrwxrwxrwx 1 ubuntu ubuntu   36 Feb 25 01:46 dnnl.h -> ../../3rdparty/mkldnn/include/dnnl.h
lrwxrwxrwx 1 ubuntu ubuntu   38 Feb 15 01:08 dnnl.hpp -> ../../3rdparty/mkldnn/include/dnnl.hpp
-rw-rw-r-- 1 ubuntu ubuntu 2603 Feb 25 01:45 dnnl_config.h
lrwxrwxrwx 1 ubuntu ubuntu   42 Feb 15 01:08 dnnl_types.h -> ../../3rdparty/mkldnn/include/dnnl_types.h
-rw-rw-r-- 1 ubuntu ubuntu 1074 Feb 25 01:45 dnnl_version.h
lrwxrwxrwx 1 ubuntu ubuntu   38 Feb 15 01:00 mkldnn.h -> ../../3rdparty/mkldnn/include/mkldnn.h
lrwxrwxrwx 1 ubuntu ubuntu   40 Feb 15 01:08 mkldnn.hpp -> ../../3rdparty/mkldnn/include/mkldnn.hpp
lrwxrwxrwx 1 ubuntu ubuntu   52 Feb 15 01:08 mkldnn_dnnl_mangling.h -> ../../3rdparty/mkldnn/include/mkldnn_dnnl_mangling.h
lrwxrwxrwx 1 ubuntu ubuntu   44 Feb 15 01:00 mkldnn_types.h -> ../../3rdparty/mkldnn/include/mkldnn_types.h
lrwxrwxrwx 1 ubuntu ubuntu   46 Feb 15 01:08 mkldnn_version.h -> ../../3rdparty/mkldnn/include/mkldnn_version.h

Both approaches seems fine, but let's be consistent.

[TaoLv]

Other headers (except dnnl_config.h and dnnl_version.h) are statically distributed in DNNL repo but dnnl_config.h and dnnl_version.h are generated during compilation. All these headers should be installed to the some place when make install.