This code originated in the RRO mailing list at https://groups.google.com/forum/#!topic/rropen/MG98lXsFepo

problematic-mkl-mclapply.R

library(parallel)
set.seed(1)
m <- 10000
n <- 2000
A <- matrix(runif (m*n),m,n)


setMKLthreads(1)
system.time(S <- svd (A,nu=0,nv=0))
# user  system elapsed 
# 7.282   0.133   7.431 


setMKLthreads(4)
system.time(S <- svd (A,nu=0,nv=0))
# user  system elapsed 
# 16.584   0.347   5.377 


setMKLthreads(1)
system.time(mclapply(X=list(A, A, A, A),
                     FUN=svd,
                     nu=0,
                     nv=0,
                     mc.cores=4))
# user  system elapsed 
# 852.845  35.167  19.691 


setMKLthreads(4)
system.time(mclapply(X=list(A, A, A, A),
                     FUN=svd,
                     nu=0,
                     nv=0,
                     mc.cores=1))
# user  system elapsed 
# 66.333   1.245  21.573 


setMKLthreads(4)
system.time(mclapply(X=list(A, A, A, A),
                     FUN=svd,
                     nu=0,
                     nv=0,
                     mc.cores=4))
# threads sleep; use 0% cpu and do not finish