There was no mkl-devel or mkl-dev package for Ubuntu but I was able to install the libmkl-dev package. Now I have the mkl.h file as well as a mkl_blas.h file however they are both located at /usr/include rather than /opt/intel/oneapi/mkl/latest/include/. I have again tried the same cmake command from earlier with the same result. Perhaps I need to change the DMKL_DIR path in my command?