disable mkl on windows by default

CMakeLists.txt

@@ -135,6 +135,8 @@ if (WIN32)
             "Disable AVX when compiling for Windows" FORCE)
     set(WITH_DSO OFF CACHE STRING
             "Disable DSO when compiling for Windows" FORCE)
+    set(WITH_MKL OFF CACHE STRING
+            "Disable MKL when compiling for Windows" FORCE)
 endif()
 
 set(THIRD_PARTY_PATH "${CMAKE_BINARY_DIR}/third_party" CACHE STRING