Set RPATH for the loader

[al42and]

Description

Having the user manage LD_LIBRARY_PATH is sub-optimal. It is mentioned three times in the docs, which suggest it is a common issue. By setting the RUNPATH on the loader library we can make dlopen automagically find the right libraries.

As a downside, we won't be able to point the loader to another oneMKL installation. I'd consider it more of an upside since it prevents accidentally mixing up two versions, but perhaps someone was relying on it?

Only tested on Linux, but official oneAPI plugins only support Linux, so 🤷

Checklist

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• Do all unit tests pass locally? Attach a log.
  • ctest.log
• Have you formatted the code using clang-format?
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New interfaces

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  it was accepted? # (RFC)
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New features

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Bug fixes

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[Rbiessy]

Thanks for the PR, I think this is much better!

[mkrainiuk]

Thank you so much for fixing this problem!

[Rbiessy]

See #550 (comment)