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:
N = 20000
xvar <- runif(N, -10, 10)
e <- rnorm(N, mean=0, sd=1)
yvar <- 1 + 2*xvar + e
lmMod <- lm(yvar~xvar)
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