Add vcpkg mkl

[talregev]

Add vcpkg mkl

[talregev]

      # This is due an warning as error found in linux gtsam code:
      # In file included from include/Eigen/Core:370,
      #                  from include/Eigen/Dense:1,
      #                  from gtsam/base/OptionalJacobian.h:24,
      #                  from gtsam/base/Matrix.h:27,
      #                  from gtsam/linear/GaussianFactor.h:24,
      #                  from gtsam/linear/HessianFactor.h:21,
      #                  from gtsam/linear/HessianFactor.cpp:18:
      # In static member function ‘static void Eigen::internal::selfadjoint_matrix_vector_product<double, Index, StorageOrder, UpLo, ConjugateLhs, ConjugateRhs, 0>::run(Index, const double*, Index, const double*, double*, double) [with Index = long int; int StorageOrder = 1; int UpLo = 1; bool ConjugateLhs = false; bool ConjugateRhs = false]’,
      #     inlined from ‘static void Eigen::internal::selfadjoint_product_impl<Lhs, LhsMode, false, Rhs, 0, true>::run(Dest&, const Lhs&, const Rhs&, const Scalar&) [with Dest = Eigen::Transpose<Eigen::Matrix<double, 1, -1> >; Lhs = Eigen::Transpose<const Eigen::Block<const Eigen::Matrix<double, -1, -1>, -1, -1, false> >; int LhsMode = 1; Rhs = Eigen::Transpose<const Eigen::Transpose<const Eigen::Matrix<double, -1, 1> > >]’ at include/Eigen/src/Core/products/SelfadjointMatrixVector.h:229:7:
      # include/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h:69:1: error: ‘result’ may be used uninitialized [-Werror=maybe-uninitialized]
      #    69 | EIGEN_BLAS_SYMV_SPECIALIZE(double)

[talregev]

In file included from /usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/Core:370,
from /usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/Dense:1,
from /home/runner/work/gtsam/gtsam/gtsam/base/OptionalJacobian.h:24,
from /home/runner/work/gtsam/gtsam/gtsam/base/Matrix.h:27,
from /home/runner/work/gtsam/gtsam/gtsam/linear/GaussianFactor.h:24,
from /home/runner/work/gtsam/gtsam/gtsam/linear/HessianFactor.h:21,
from /home/runner/work/gtsam/gtsam/gtsam/linear/HessianFactor.cpp:18:
In static member function ‘static void Eigen::internal::selfadjoint_matrix_vector_product<double, Index, StorageOrder, UpLo, ConjugateLhs, ConjugateRhs, 0>::run(Index, const double*, Index, const double*, double*, double) [with Index = long int; int StorageOrder = 1; int UpLo = 1; bool ConjugateLhs = false; bool ConjugateRhs = false]’,
inlined from ‘static void Eigen::internal::selfadjoint_product_impl<Lhs, LhsMode, false, Rhs, 0, true>::run(Dest&, const Lhs&, const Rhs&, const Scalar&) [with Dest = Eigen::Transpose<Eigen::Matrix<double, 1, -1> >; Lhs = Eigen::Transpose<const Eigen::Block<const Eigen::Matrix<double, -1, -1>, -1, -1, false> >; int LhsMode = 1; Rhs = Eigen::Transpose<const Eigen::Transpose<const Eigen::Matrix<double, -1, 1> > >]’ at /usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/src/Core/products/SelfadjointMatrixVector.h:229:7:
/usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/src/Core/products/SelfadjointMatrixVector_BLAS.h:69:1: warning: ‘result’ may be used uninitialized [-Wmaybe-uninitialized]
69 | EIGEN_BLAS_SYMV_SPECIALIZE(double)
| ^~~~~~~~~~~~~~~~~~~~~~~~~~
In file included from /usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/Core:337:
/usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/src/Core/products/SelfadjointMatrixVector.h: In function ‘static void Eigen::internal::selfadjoint_product_impl<Lhs, LhsMode, false, Rhs, 0, true>::run(Dest&, const Lhs&, const Rhs&, const Scalar&) [with Dest = Eigen::Transpose<Eigen::Matrix<double, 1, -1> >; Lhs = Eigen::Transpose<const Eigen::Block<const Eigen::Matrix<double, -1, -1>, -1, -1, false> >; int LhsMode = 1; Rhs = Eigen::Transpose<const Eigen::Transpose<const Eigen::Matrix<double, -1, 1> > >]’:
/usr/local/share/vcpkg/installed/x64-linux-release/include/Eigen/src/Core/products/SelfadjointMatrixVector.h:41:6: note: by argument 4 of type ‘const double*’ to ‘static void Eigen::internal::selfadjoint_matrix_vector_product<Scalar, Index, StorageOrder, UpLo, ConjugateLhs, ConjugateRhs, Version>::run(Index, const Scalar*, Index, const Scalar*, Scalar*, Scalar) [with Scalar = double; Index = long int; int StorageOrder = 1; int UpLo = 1; bool ConjugateLhs = false; bool ConjugateRhs = false; int Version = 1]’ declared here
41 | void selfadjoint_matrix_vector_product<Scalar,Index,StorageOrder,UpLo,ConjugateLhs,ConjugateRhs,Version>::run(
| ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~