As part of the #977 work, the custom DLL for MKL that we package on the MlNetMklDeps nuget should include the following functions:
LAPACKE_shseqr
LAPACKE_dhseqr
LAPACKE_ssytrd
LAPACKE_dsytrd
LAPACKE_ssteqr
LAPACKE_dsteqr
LAPACKE_sorgtr
LAPACKE_dorgtr