I know that this package is available via official repository only from Ubuntu 20.04 LTS and in newer versions.
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It is possible by downloading all the packages from Ubuntu 20.04 LTS repository using my Docker-based deb-download script and install them as follows:
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv 7EA0A9C3F273FCD8
sudo add-apt-repository 'deb [arch=amd64] https://download.docker.com/linux/ubuntu bionic stable'
sudo apt-get update
sudo apt-get install docker-ce
sudo usermod -a -G docker $USER
reboot
cd ~/Downloads
git clone https://github.com/N0rbert/deb-download.git
cd deb-download
chmod +x deb-download.sh
./deb-download.sh ubuntu focal libmkl-full-dev
sudo apt-get install ./storage/mkl.deb
Warning: be careful with these library packages if you need accurate calculation in Octave and similar apps.
To avoid bugs you may want to add export MKL_THREADING_LAYER=gnu to your ~/.bashrc or ~/.profile.
Note: removing of MKL is possible by single below command:
sudo apt autoremove --purge $(dpkg -l | grep mkl | grep 2020.0.166-1 | awk '{print $2}')
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