Thank you @ptrblck .
LIBRARY_PATH="/opt/intel/oneapi/mkl/latest/lib/intel64" TORCH_CUDA_ARCH_LIST="8.6" python setup.py build
works…
However, I still failed to import torchaudio. Please refer to https://discuss.pytorch.org/t/torchaudio-installed-but-failed-to-import/163157 .
Thank you