[mlpack-git] [mlpack/mlpack] Intel MKL issues with linear_regression & lars (#629)

[gopalakr]

I had to disable MKL and recompile armadillo and mlpack to get around an mkl issue, which did solve the following problem.
 
Heres the debug info for a linear regression run

$> ~/mlpack/usr/local/bin/mlpack_linear_regression -t /tmp/n20train.csv -r /tmp/ny1.csv -T /tmp/n20test.csv -p /tmp/nyout1.csv -v

 [INFO ] Loading '/tmp/n20train.csv' as CSV data. Size is 30 x 20000. 
 [INFO ] Loading '/tmp/ny1.csv' as raw ASCII formatted data. Size is 1 x 20000. 
Intel MKL ERROR: Parameter 4 was incorrect on entry to DGELSD. 
[INFO ] Loading '/tmp/n20test.csv' as CSV data. Size is 30 x 20000. 
[FATAL] The model was trained on 18446744073709551615-dimensional data, but the test points in '/tmp/n20test.csv' are 30-dimensional! 

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