PyTorch source build failed due to libcaffe2.so.1 can't detect existing .so files

hi,
I build PyTorch source according to the https://github.com/pytorch/pytorch steps. After I run python setup.py install. it returned errors

/usr/bin/ld: warning: libmkldnn.so.0, needed by /home/pytorch/build/lib/libcaffe2.so.1, not found (try using -rpath or -rpath-link)
/home/pytorch/build/lib/libcaffe2.so.1: undefined reference to mkldnn_convolution_backward_data_desc_init' /home/pytorch/build/lib/libcaffe2.so.1: undefined reference tomkldnn_primitive_destroy’
/home/pytorch/build/lib/libcaffe2.so.1: undefined reference to `mkldnn_reorder_primitive_desc_create’

but I could find the libmkldnn.so.0 in ~/anaconda3/lib. why it shows “not found”? i am very confused about it.
it blocked me for long time