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Add substitutes for 4 IntelMKL methods so SymSgd can be added to non x86/x64 builds #5798

@michaelgsharp

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@michaelgsharp

Currently we have to exclude SymSgd from non x86/x64 builds due to the use of 4 IntelMKL methods. We need to substitute these for other methods so that we can include SymSgd in the non x86/x64 builds.

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    P1Priority of the issue for triage purpose: Needs to be fixed soon.enhancementNew feature or requestin-pr

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