Rather than keeping the number of threads MKL uses to 1, it is better to use 
MKL_THREADING_LAYER=SEQUENTIAL

https://software.intel.com/en-us/node/528380

--Sasha

From: NumPy-Discussion 
[mailto:numpy-discussion-bounces+oleksandr.pavlyk=intel....@python.org] On 
Behalf Of Neal Becker
Sent: Friday, March 24, 2017 6:31 AM
To: numpy-discussion@python.org
Subject: [Numpy-discussion] Set #threads from within python code

I don't want my python code to run multi-thread.  So I can do:

MKL_NUM_THREAD=1 NUMEXPR_NUM_THREADS=1 OMP_NUM_THREADS=1 my_program...

But I don't seem to be able to achieve this effect without setting env
variables on the command line; within my_program.  Using os.environ doesn't
work.  I don't understand why.  I'd like to not have to put this on the
command line because I sometimes forget.

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