Batch GEMM
The API is missing a fast batch gemm, currently user have to manually do for loops.

Intel has a very fast batch gemm API `cblas_dgemm_batch` when implementing batch gemm would be nice to have that enabled for people using MKL.

https://software.intel.com/en-us/articles/introducing-batch-gemm-operations

https://software.intel.com/en-us/mkl-developer-reference-c-cblas-gemm-batch

Having that could potentially significantly speed up fallback `im2colgemm_conv2d` convolution implementation and any other algorithm using batch matmul.