How to activate Intel MKL in Azure function

I have a piece of C# software that runs in an Azure Function. Using the Ax=b solver (A.solve(b)) takes a lot of time. I tried to speed up the process by including the MathNet.Numerics.MKL.Win NuGet package and calling "MathNet.Numerics.Control.UseBestProviders()". In the output of "MathNet.Numerics.Control.Describe()" I read "Linear Algebra Provider: Intel MKL (x86; revision 13; ahead revision 12; MKL 2020.0 Update 1)" if I run it on my test system. Looking good, but I still have a lousy performance when I run in an Azure Function. What to do?