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 = 20000xvar <- runif(N, -10, 10) e <- rnorm(N, mean=0, sd=1)yvar <- 1 + 2*xvar + eplot(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.
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