> The best that I can see for R would be if someone were to post a "how
> to use MKL for compiling R" type document.

I build R with MKL and ICC on my Archlinux box[1][2].

If I can help in anything, I will do it.

[1]https://wiki.archlinux.org/index.php/R
[2]https://aur.archlinux.org/packages/r-mkl/

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