Test: Fix CMakeList.txt (#6645)

Author: sunliang98

CMakeLists.txt

@@ -466,7 +466,7 @@ if(MKLROOT)
   find_package(MKL REQUIRED)
   add_definitions(-D__MKL)
   include_directories(${MKL_INCLUDE} ${MKL_INCLUDE}/fftw)
-  list(APPEND math_libs MKL::MKL MKL::MKL_SCALAPACK)
+  list(APPEND math_libs MKL::MKL)
   if(CMAKE_CXX_COMPILER_ID MATCHES Intel)
     list(APPEND math_libs ifcore)
   endif()