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Fail to install mkl-random 1.1.1 via mkl-random 1.1.1 zip #28

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@jellyfishovo

Greetings,
i try to install mkl-random 1.1.1 via command"python setup.py install" while it reports:
fatal error: mkl.h: No such file or directory
#include "mkl.h"
^~~~~~~
compilation terminated.

what should i do to install this version
Thanks

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