<p>Weird, it's trying to link against MKL when instead it should be using ATLAS.  Try commenting out line 107 of <code>CMake/FindArmadillo.cmake</code> (to disable checking for MKL), and try again.  Sorry that this is such an iterative process; Armadillo can use lots of different libraries underneath the hood, but we have to link against the same ones it's configured for.</p>

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