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August 31, 2018

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Just to credit the right people, when you say:

"Multi-threaded math libraries (BLAS). On Windows, Mauricio recommends Microsoft R Open"

I'd add that Microsoft R Open bundles the Intel Math Kernel Library (MKL), which is made by Intel and not Microsoft.

source

    https://mran.microsoft.com/documents/rro/multithread
and
    https://social.technet.microsoft.com/Forums/azure/en-US/93f35a36-18cf-44f1-8fdd-10f1cfd90e03/what-are-the-optional-math-libraries-in-microsoft-r-open-that-are-multithreaded?forum=ropen

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