Enable SymSgdNative on arm64 via system BLAS

[anicka-net]

Summary

Resolves the TODO in src/Native/CMakeLists.txt and provides the four MKL method substitutes requested in #5798, enabling SymbolicSgdLogisticRegression on ARM platforms.

• New MklImportsArm target — builds a libMklImports.so backed by the system BLAS (via find_package(BLAS)) for ARM, replacing the Intel MKL redistribution which is x86-only
• Portable sparse BLAS — implements cblas_saxpyi and cblas_sdoti (MKL extensions not in standard CBLAS/OpenBLAS) as straightforward C loops
• DFTI stubs — stubs the MKL FFT functions referenced by the managed Microsoft.ML.Mkl.Components initializer but unused by SymSGD; stubs return error codes so any actual FFT call fails cleanly
• __cdecl fix — guards the Windows-only calling convention in SparseBLAS.h behind #ifdef _WIN32

Changes

File	Change
src/Native/CMakeLists.txt	Build MklImportsArm + SymSgdNative on ARM (instead of skipping both)
src/Native/MklImportsArm/CMakeLists.txt	New — builds libMklImports.so from system BLAS
src/Native/MklImportsArm/MklImportsArm.c	New — sparse BLAS implementations + FFT stubs (57 lines)
src/Native/SymSgdNative/CMakeLists.txt	On ARM: link CMake MklImports target instead of find_library
src/Native/SymSgdNative/SparseBLAS.h	Guard __cdecl for Windows only

Test plan

• CMake build succeeds on aarch64 (Ubuntu 24.04, GCC 13, OpenBLAS 0.3.26)
• SymbolicSgdLogisticRegression trains and predicts correctly on arm64
• Binary classification accuracy, AUC, init predictor handoff verified
• CreatePredictionEngine works end-to-end
• Existing [NativeDependencyFact("MklImports")] tests in SymSgdClassificationTests.cs pass on arm64

Tested on NVIDIA DGX Spark (Grace ARM CPU, Ubuntu 24.04, .NET 10.0.107).

Related issues

• Fixes Add substitutes for 4 IntelMKL methods so SymSgd can be added to non x86/x64 builds #5798
• Related to Error: "Microsoft.ML currently supports 'x64' and 'x86' processor" when target runtime is *linux-arm* or *linux-arm64* #6588, Unable to load shared library 'MklImports' on MacOS with CLI #7229

[anicka-net]

@dotnet-policy-service agree company="Microsoft"

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 69.59%. Comparing base (4c8b357) to head (87e01f8).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #7609   +/-   ##
=======================================
  Coverage   69.59%   69.59%           
=======================================
  Files        1484     1484           
  Lines      273606   273606           
  Branches    27949    27949           
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+ Hits       190408   190425   +17     
+ Misses      75836    75817   -19     
- Partials     7362     7364    +2     

Flag	Coverage Δ
Debug	69.59% <ø> (+<0.01%)	⬆️
production	63.85% <ø> (+<0.01%)	⬆️
test	89.63% <ø> (ø)

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