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I have installed Intel MKL on my Kubuntu 19.04. I have R 3.6.0.

Using Intel MKL, R's linear regression failes if the number of samples is somehow high (20k). Here is the code:

```

rm(list=ls())

N = 20000

xvar <- runif(N, -10, 10)

e <- rnorm(N, mean=0, sd=1)

yvar <- 1 + 2*xvar + e

plot(xvar,yvar)

lmMod <- lm(yvar~xvar)

print(summary(lmMod))

```

The coefficients are just random numbers and are not significant, R-squared is low. Instead for lower N (like 2000) it works.

Just uninstalling Intel MKL and thus relying back on OpenBLAS solved the problem completely.

Also check here

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