Add using MKL on the docs

[MartinuzziFrancesco]

After a Flux.jl discussion on Slack I think we should at least indicate the possibility of using MKL to improve performance when dealing with CPU calculations. Instead of having using MKL on each example on the docs it could be more useful to have something like a "performance tips" on the main documentation page where we mention MKL

[MartinuzziFrancesco]

added with #143