3.6.2.1 Modify the Number of Threads for MKL on Windows

You can change the number of threads to be used by MKL by editing the system environment variable MKL_NUM_THREADS.

If MKL_NUM_THREADS does not exist, then you must create it as described in:

After setting MKL_NUM_THREADS to 3, the output of Sys.BlasLapack shows a value of 3 for $nthreads.

R> Sys.BlasLapack()
     $vendor
     [1] "Intel Math Kernel Library (Intel MKL)"
     $nthreads
     [1] 3