Is it possible to install RcppArmadillo with Intel's MKL library?<div><br></div><div>I tried to replace the "$(LAPACK_LIBS) $(BLAS_LIBS)" in the Makevars with links to Intel's MKL: "-L/opt/intel/composerxe/mkl/lib/intel64/ -lmkl_gf_ilp64 -lmkl_core -lmkl_def -lmkl_gnu_thread -<div>
lgomp -L/opt/intel/composerxe/mkl/lib/intel64/ -lmkl_gf_ilp64 -lmkl_core -lmkl_def -lmkl_gnu_thread -lgomp" and also uncommented the "#define ARMA_USE_LAPACK" and "#define ARMA_USE_BLAS" in armadillo_bits/config.hpp. Are these the wrong things to do or is there something else I should be doing?</div>
</div><div><br></div><div>Thanks</div><div>Zarrar</div>