add README

src/operator/mkldnn/README.md

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+# MKLDNN PLUGIN
+
+MKLDNN is one intel released library to accelerate Deep Neural Network (DNN) applications on Intel architecture.
+This README shows users how to setup mxnet with MKLDNN accerlation.
+
+## Prepare MKLDNN Minimal Library
+```
+  cd <MXNET ROOTDIR>
+  mkdir -p ./external/mkl
+  wget https://github.com/intel/caffe/releases/download/self_containted_MKLGOLD/mklml_lnx_2017.0.0.20160801.tgz
+  mv mklml_lnx_2017.0.0.20160801.tgz ./external/mkl
+  cd external/mkl
+  tar zxvf mklml_lnx_2017.0.0.20160801.tgz
+  cd <MXNET ROOTDIR> 
+```
+
+## modify config.mk
+```
+  USE_MKLDNN = 1 # set USE_MKLDNN on
+  MKLDNN_ROOT = <MXNET ROOTDIR>/external/mkl/mklml_lnx_2017.0.0.20160801 # set MKLDNN ROOT PATH
+```
+
+## Update LD_LIBRARY_PATH
+```
+  export LD_LIBRARY_PATH=<MXNET ROOTDIR>/external/mkl/mklml_lnx_2017.0.0.20160801/lib:$LD_LIBRARY_PATH
+```
+
+## build mxnet
+```
+  make -j8
+```