Add mkl-dnn to docker install method (#12643)

* add mkl-dnn to docker install method

* add mkl for gpu

* add docker for windows

docs/install/index.md

@@ -185,6 +185,16 @@ REPOSITORY          TAG                 IMAGE ID            CREATED
 mxnet/python        latest              00d026968b3c        3 weeks ago         1.41 GB
 ```
 
+Using the latest MXNet with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) is recommended for the fastest inference speeds with MXNet.
+
+```
+$ docker pull mxnet/python:1.3.0_cpu_mkl # Use sudo if you skip Step 2
+$ docker images # Use sudo if you skip Step 2
+
+REPOSITORY          TAG                 IMAGE ID            CREATED             SIZE
+mxnet/python        1.3.0_cpu_mkl       deaf9bf61d29        4 days ago          678 MB
+```
+
 **Step 4** <a href="validate_mxnet.html">Validate the installation</a>.
 
 </div> <!-- END of docker -->
@@ -314,6 +324,16 @@ REPOSITORY          TAG                 IMAGE ID            CREATED
 mxnet/python        gpu                 493b2683c269        3 weeks ago         4.77 GB
 ```
 
+Using the latest MXNet with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) is recommended for the fastest inference speeds with MXNet.
+
+```
+$ docker pull mxnet/python:1.3.0_cpu_mkl # Use sudo if you skip Step 2
+$ docker images # Use sudo if you skip Step 2
+
+REPOSITORY          TAG                 IMAGE ID            CREATED             SIZE
+mxnet/python        1.3.0_gpu_cu92_mkl  adcb3ab19f50        4 days ago          4.23 GB
+```
+
 **Step 5** <a href="validate_mxnet.html">Validate the installation</a>.
 
 </div> <!-- END of docker -->
@@ -526,6 +546,16 @@ REPOSITORY          TAG                 IMAGE ID            CREATED
 mxnet/python        latest              00d026968b3c        3 weeks ago         1.41 GB
 ```
 
+Using the latest MXNet with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) is recommended for the fastest inference speeds with MXNet.
+
+```
+$ docker pull mxnet/python:1.3.0_cpu_mkl # Use sudo if you skip Step 2
+$ docker images # Use sudo if you skip Step 2
+
+REPOSITORY          TAG                 IMAGE ID            CREATED             SIZE
+mxnet/python        1.3.0_cpu_mkl       deaf9bf61d29        4 days ago          678 MB
+```
+
 **Step 4** <a href="validate_mxnet.html">Validate the installation</a>.
 
 </div> <!-- END of docker -->
@@ -718,7 +748,44 @@ All MKL pip packages are experimental prior to version 1.3.0.
 <div class="docker build-from-source">
 <br/>
 
-Refer to the <a href="windows_setup.html">MXNet Windows installation guide</a>.
+Docker images with *MXNet* are available at [Docker Hub](https://hub.docker.com/r/mxnet/).
+
+**Step 1**  Install Docker on your machine by following the [docker installation instructions](https://docs.docker.com/engine/installation/linux/ubuntu/#install-using-the-repository).
+
+*Note* - You can install Community Edition (CE) to get started with *MXNet*.
+
+**Step 2** [Optional] Post installation steps to manage Docker as a non-root user.
+
+Follow the four steps in this [docker documentation](https://docs.docker.com/engine/installation/linux/linux-postinstall/#manage-docker-as-a-non-root-user) to allow managing docker containers without *sudo*.
+
+If you skip this step, you need to use *sudo* each time you invoke Docker.
+
+**Step 3** Pull the MXNet docker image.
+
+```
+$ docker pull mxnet/python # Use sudo if you skip Step 2
+```
+
+You can list docker images to see if mxnet/python docker image pull was successful.
+
+```
+$ docker images # Use sudo if you skip Step 2
+
+REPOSITORY          TAG                 IMAGE ID            CREATED             SIZE
+mxnet/python        latest              00d026968b3c        3 weeks ago         1.41 GB
+```
+
+Using the latest MXNet with [Intel MKL-DNN](https://github.com/intel/mkl-dnn) is recommended for the fastest inference speeds with MXNet.
+
+```
+$ docker pull mxnet/python:1.3.0_cpu_mkl # Use sudo if you skip Step 2
+$ docker images # Use sudo if you skip Step 2
+
+REPOSITORY          TAG                 IMAGE ID            CREATED             SIZE
+mxnet/python        1.3.0_cpu_mkl       deaf9bf61d29        4 days ago          678 MB
+```
+
+**Step 4** <a href="validate_mxnet.html">Validate the installation</a>.
 
 
 </div> <!-- End of docker build-from-source -->