add meesage and cmake cache arg

cmake/external/mkldnn.cmake

@@ -43,6 +43,7 @@ IF(${CBLAS_PROVIDER} STREQUAL "MKLML")
     SET(MKLDNN_MKLROOT   ${MKLML_ROOT})
     SET(MKLDNN_IOMP_LIB  ${MKLML_IOMP_LIB})
     SET(MKLDNN_IOMP_DIR  ${MKLML_LIB_DIR})
+    MESSAGE(STATUS "Build MKLDNN with ${MKLDNN_MKLROOT}")
 ENDIF()
 
 ExternalProject_Add(
@@ -56,6 +57,7 @@ ExternalProject_Add(
     CMAKE_ARGS          -DCMAKE_INSTALL_PREFIX=${MKLDNN_INSTALL_DIR}
     CMAKE_ARGS          -DMKLROOT=${MKLDNN_MKLROOT}
     CMAKE_CACHE_ARGS    -DCMAKE_INSTALL_PREFIX:PATH=${MKLDNN_INSTALL_DIR}
+                        -DMKLROOT:PATH=${MKLDNN_MKLROOT}
 )
 
 ADD_LIBRARY(mkldnn SHARED IMPORTED GLOBAL)