Ensure MKL detection doesn't depend on MKL header files being present.

Apparently, MKL installations don't always include header files. So
detect MKL libraries and headers seperately.

dlib/CMakeLists.txt

@@ -474,7 +474,7 @@ if (NOT TARGET dlib)
          endif()
 
          if (DLIB_USE_MKL_FFT)
-            if (found_intel_mkl)
+            if (found_intel_mkl AND found_intel_mkl_headers)
                set (dlib_needed_libraries ${dlib_needed_libraries} ${mkl_libraries})
                include_directories(${mkl_include_dir})
             else()

dlib/cmake_utils/cmake_find_blas.txt

@@ -10,7 +10,8 @@
 #
 #  blas_found               - True if BLAS is available
 #  lapack_found             - True if LAPACK is available
-#  found_intel_mkl   - True is the the Intel MKL library is available
+#  found_intel_mkl          - True if the Intel MKL library is available
+#  found_intel_mkl_headers  - True if Intel MKL headers are available
 #  blas_libraries           - link against these to use BLAS library 
 #  lapack_libraries         - link against these to use LAPACK library 
 #  mkl_libraries            - link against these to use the MKL library
@@ -22,6 +23,7 @@ SET(CMAKE_ALLOW_LOOSE_LOOP_CONSTRUCTS true)
 SET(blas_found 0)
 SET(lapack_found 0)
 SET(found_intel_mkl 0)
+SET(found_intel_mkl_headers 0)
 
 
 if (UNIX)
@@ -95,7 +97,7 @@ if (UNIX)
     find_library(mkl_rt mkl_rt ${mkl_search_path})
     mark_as_advanced(  mkl_rt )
     # if we found the MKL 
-    if (mkl_include_dir AND mkl_rt)
+    if ( mkl_rt)
         set(mkl_libraries  ${mkl_rt} )
         set(blas_libraries  ${mkl_rt} )
         set(lapack_libraries  ${mkl_rt} )
@@ -115,7 +117,7 @@ if (UNIX)
 
         mark_as_advanced( mkl_intel mkl_core mkl_thread mkl_iomp mkl_pthread)
         # If we found the MKL 
-        if (mkl_include_dir AND mkl_intel AND mkl_core AND mkl_thread AND mkl_iomp AND mkl_pthread)
+        if (mkl_intel AND mkl_core AND mkl_thread AND mkl_iomp AND mkl_pthread)
             set(mkl_libraries ${mkl_intel} ${mkl_core} ${mkl_thread} ${mkl_iomp} ${mkl_pthread})
             set(blas_libraries ${mkl_intel} ${mkl_core} ${mkl_thread} ${mkl_iomp} ${mkl_pthread})
             set(lapack_libraries ${mkl_intel} ${mkl_core} ${mkl_thread} ${mkl_iomp} ${mkl_pthread})
@@ -126,6 +128,10 @@ if (UNIX)
         endif()
     endif()
 
+    if (found_intel_mkl AND mkl_include_dir)
+        set(found_intel_mkl_headers 1)
+    endif()
+
    # try to find some other LAPACK libraries if we didn't find the MKL
    set(extra_paths
         /usr/lib64