When enabling JUCE_DSP_USE_INTEL_MKL, juce projects fails to compile due to not finding mkl_dfti.h (included from juce_dsp.cpp), which in macOS appears at /opt/intel/mkl/include.
It would be nice if JUCE added the necessary include path automatically.
Ditto… Funny I just ran into this right now.
By the way, Intel installers have issues nowadays with Visual Studio 2017 integration. Very often, you have to include by yourself the lib files in the project properties, using this : https://software.intel.com/en-us/articles/intel-mkl-link-line-advisor
And even the intel website give false indications, since they forgot to put “;” between the lib files names 
MKL is now supported directly by the Projucer’s VS exporters:
