On Windows, made the cmake check for an installed copy of the Intel MKL see if

it works with the currently selected compiler and only uses it if the version
is appropraite.

dlib/cmake_find_blas.txt

@@ -234,6 +234,7 @@ elseif(WIN32 AND NOT MINGW)
         find_library(mkl_intel  mkl_intel_c ${mkl_search_path})
     endif()
 
+   INCLUDE (CheckFunctionExists)
 
     # Search for the needed libraries from the MKL.  
     find_library(mkl_core mkl_core ${mkl_search_path})
@@ -249,7 +250,18 @@ elseif(WIN32 AND NOT MINGW)
         set(lapack_found 1)
         message(STATUS "Found Intel MKL BLAS/LAPACK library")
 
-        if (MSVC)
+        # Make sure the version of the Intel MKL we found is compatible with
+        # the compiler we are using.  One way to do this check is to see if we can
+        # link to it right now.
+        set(CMAKE_REQUIRED_LIBRARIES ${blas_libraries})
+        CHECK_FUNCTION_EXISTS(cblas_ddot HAVE_CBLAS)
+        if (NOT HAVE_CBLAS)
+            message(STATUS "BLAS library does not have cblas symbols, so dlib will not use BLAS or LAPACK")
+            set(blas_found 0)
+            set(lapack_found 0)
+        endif()
+
+        if (MSVC AND blas_found)
             # need to set /bigobj when statically linking with the MKL on
             # visual studio or it doesn't work right.
             if (NOT CMAKE_CXX_FLAGS MATCHES "/bigobj")