Some fixes to make it compile against MKL library.

scikits/learn/setup.py

@@ -50,7 +50,7 @@ def configuration(parent_package='',top_path=None):
 
     # we try to link agains system-wide blas
     blas_info = get_info('blas_opt', 0)
-    blas_lib = blas_info.pop('libraries', ['blas'])
+
     extra_compile_args = blas_info.pop('extra_compile_args', [])
 
     if not blas_info:
@@ -59,17 +59,20 @@ def configuration(parent_package='',top_path=None):
 
     config.add_extension('_liblinear',
                          sources=liblinear_sources,
-                         libraries = blas_lib,
+                         libraries = blas_info.pop('libraries', ['blas']),
                          include_dirs=['src',
-                                       numpy.get_include()],
+                                       numpy.get_include(),
+                                       blas_info.pop('include_dirs', [])],
                          depends=[join('src', 'linear.h'),
                                   join('src', 'tron.h'),
                                   join('src', 'blas', 'blas.h'),
                                   join('src', 'blas', 'blasp.h')],
-                         extra_compile_args=extra_compile_args)
+                         **blas_info)
+
     ## end liblinear module
 
     # minilear needs cblas, fortran-compiled BLAS will not be sufficient
+    blas_info = get_info('blas_opt', 0)
     if not blas_info or (
         ('NO_ATLAS_INFO', 1) in blas_info.get('define_macros', [])):
         config.add_library('cblas',
@@ -82,15 +85,18 @@ def configuration(parent_package='',top_path=None):
         join('src', 'minilearn', 'lars.c'),
         join('src', 'minilearn', '_minilearn.c')]
 
-    extra_compile_args += ['-std=c99', '-g']
 
     config.add_extension('_minilearn',
                          sources=minilearn_sources,
-                         libraries = ['blas', 'cblas'],
+                         libraries = blas_info.pop('libraries', 
+                                                    ['cblas']),
                          include_dirs=[join('src', 'minilearn'),
                                        join('src', 'cblas'),
-                                       numpy.get_include()],
-                         extra_compile_args=extra_compile_args,
+                                       numpy.get_include(),
+                                       blas_info.pop('include_dirs', [])],
+                         extra_compile_args=['-std=c99'] + \
+                                             blas_info.pop('extra_compile_args', []),
+                         **blas_info
                          )
 
     config.add_extension('ball_tree',

site.cfg

-# uncomment this to compile libraries that depend on boost
-# [boost]
-# use_boost=True
 
+# Uncomment to link against system-wide libsvm
 # [libsvm]
 # libraries=svm
 # library_dirs=/usr/lib
 # include_dirs=/usr/include/libsvm-2.0/libsvm
+
+# Uncomment to link against the MKL library on windows
+# [mkl]
+# include_dirs=C:\Program Files\Intel\MKL\10.2.5.035\include
+# library_dirs=C:\Program Files\Intel\MKL\10.2.5.035\ia32\lib
+# mkl_libs=mkl_core, mkl_intel_c, mkl_intel_s, libguide, libguide40, mkl_blacs_dll, mkl_intel_sequential