Add SGX doc

Author: uraj

README.md

@@ -34,6 +34,16 @@ Please refer to our [release announcement](https://github.com/PaddlePaddle/Anaki
       - Assembly level optimization. Saber is a underlying DNN library for Anakin, which
       is deeply optimized at assembly level.
 
+- **Security**
+
+    Anakin now supports Intel Software Guard Extensions
+    ([SGX](https://software.intel.com/en-us/sgx)). SGX is a set of instructions
+    that can set up a extremely secure execution enironment that prevents other
+    software from inspecting the execution state of your application. Even
+    privileged code like OS and VMM cannot pry into or tamper with the data and
+    code of Anakin. To learn more about Anakin for SGX, refer to the
+    [tutorial](docs/Manual/run_on_sgx.md). 
+
 ## NV GPU Benchmark
 ### Machine And Enviornment
 >  CPU: `Intel(R) Xeon(R) CPU 5117 @ 2.0GHz`  

docs/Manual/run_on_sgx.md

@@ -0,0 +1,41 @@
+# Compile Anakin for Intel SGX
+Currently, only Linux is supported. You can either use Ubuntu or Cent OS, with
+the versions supported by Intel SGX Linux driver. Check out the latest versions
+of SGX software stack [here](https://01.org/intel-software-guard-extensions/downloads). 
+
+## Steps
+
+Follow these steps to build and run Anakin in an SGX secure enclave.
+
+  1. Check out if your CPU and motherboard support SGX. Boot into your BIOS
+     and see if there is an option controlling the availability of SGX. If
+there is such an option, turn it on.
+  2. Download and Install Intel SGX SDK and driver. The software packages and
+     documentation can be found at [Intel Open
+Source](https://01.org/intel-software-guard-extensions/downloads).
+  3. Download and Install Intel MKL (not MKL-ML or MKL-DNN). You will need
+     MKL 2019 Update 3. Older versions of MKL may cause problems like memory
+leak. 
+  4. Run the [SGX build script](../../tools/sgx_build.sh).
+  5. If the build succeeds, you will find an executable called `anakin_app`
+     under the `sgx_build/sgx` directory. The executable provides basic
+interfaces to help you quickly deploy a model and run some inference tasks.
+However, if you really need to use Anakin for SGX in production, you have to
+customize the ECALL/OCALL interfaces your self. the corresponding code can be
+found at [here](../../sgx).
+
+## Support
+
+SGX can be a complicated concept to understand for beginners. Feel free to
+submit any issues if you are interested in extra security but new to SGX. In
+case you are a systems developer and are knowledgeable about Intel chip
+technology, you may find this [paper](https://eprint.iacr.org/2016/086.pdf)
+helpful.
+
+## Disclaimer
+
+Anakin for SGX is still experimental and under active development. It is not
+extensively tested as on other platforms. Some operators and models may not be
+supported. Also, due to the limitations of the hardware, you will likely suffer
+from some performance degradation. You can report considerably slow cases to us
+to help improve Anakin for SGX.