Update build_windows.yml

.github/workflows/build_windows.yml

@@ -52,8 +52,24 @@ jobs:
         git clone https://github.com/sandialabs/pyttb.git
         cd pyttb
         pip install .
-        
 
+    - name: Install mkl
+      shell: cmd
+      run: |
+        on
+        REM SPDX-FileCopyrightText: 2022 Intel Corporation
+        REM
+        REM SPDX-License-Identifier: MIT
+        set URL=https://registrationcenter-download.intel.com/akdlm/IRC_NAS/d91caaa0-7306-46ea-a519-79a0423e1903/w_BaseKit_p_2024.2.1.101_offline.exe
+        set COMPONENTS=intel.oneapi.win.mkl.devel
+        curl.exe --output %TEMP%\webimage.exe --url %URL% --retry 5 --retry-delay 5
+        start /b /wait %TEMP%\webimage.exe -s -x -f webimage_extracted --log extract.log
+        del %TEMP%\webimage.exe
+        webimage_extracted\bootstrapper.exe -s --action install --components=%COMPONENTS% --eula=accept -p=NEED_VS2017_INTEGRATION=0 -p=NEED_VS2019_INTEGRATION=0 -p=NEED_VS2022_INTEGRATION=0 --log-dir=.
+        set installer_exit_code=%ERRORLEVEL%
+        rd /s/q "webimage_extracted"
+        exit /b %installer_exit_code%
+        
     - name: Configure CMake
       # Configure CMake in a 'build' subdirectory. `CMAKE_BUILD_TYPE` is only required if you are using a single-configuration generator such as make.
       # See https://cmake.org/cmake/help/latest/variable/CMAKE_BUILD_TYPE.html?highlight=cmake_build_type