mklml on linux has no soname set. This will cause linking against the full path…

mklml on linux has no soname set. This will cause linking against the full path for mklml when using prebuilt mkldnn and mklml. (#2851)

cmake/external_mkldnn.cmake

@@ -64,6 +64,9 @@ if(MKLDNN_INCLUDE_DIR AND MKLDNN_LIB_DIR)
         set_property(TARGET libmkl PROPERTY IMPORTED_LOCATION ${MKLML_LIB_DIR}/${MKLML_LIB})
         set_target_properties(libmkl PROPERTIES
             IMPORTED_LINK_INTERFACE_LIBRARIES ${MKLML_LIB_DIR}/${OMP_LIB})
+        if(LINUX)
+            set_property(TARGET libmkl PROPERTY IMPORTED_NO_SONAME 1)
+        endif()
     endif()
 
     if(WIN32)