Update linking to MKL and document same

Works using nifty feature from icc 11 and up, or any other compiler if
the user does the legwork (which is all we ever used to offer).

Code that used HAVE_LIBMKL had a bug, which we never saw because
the top-level CMakeLists.txt set HAVE_MKL. Fixed that.

Removed unused TextMKL.c code - check_function_exists() is sufficient.

Refs #1110,#1186

Change-Id: I39a66673e5fe571a5f8b0691bbe2ec619cd60778
Merge "Update linking to MKL and document same" into release-4-6