# Option 1: Use apt-get # keys taken from https://software.intel.com/en-us/articles/installing-intel-free-libs-and-python-apt-repo cd ~/GitHub/r-with-intel-mkl/ wget https://apt.repos.intel.com/intel-gpg-keys/GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB apt-key add GPG-PUB-KEY-INTEL-SW-PRODUCTS-2019.PUB sudo sh -c 'echo deb https://apt.repos.intel.com/mkl all main > /etc/apt/sources.list.d/intel-mkl.list' sudo apt-get update && sudo apt-get install intel-mkl-64bit # Option 2: Use the installer (works well on Ubuntu 16.04) cd ~/GitHub/r-with-intel-mkl/ wget http://registrationcenter-download.intel.com/akdlm/irc_nas/tec/12147/l_mkl_2017.4.239.tgz tar xzvf l_mkl_2017.4.239.tgz cd l_mkl_2017.4.239 sudo ./install_GUI.sh printf '/opt/intel/lib/intel64\n/opt/intel/mkl/lib/intel64\n' | sudo tee -a /etc/ld.so.conf.d/intel_mkl.conf sudo ldconfig