title: PCA works in R console but not in Jupyter IR kernel
body: <p>I am running this sample PCA code using <code>prcomp</code> in R console</p>
  <pre><code>C &lt;- chol(S &lt;- toeplitz(.9 ^ (0:31))) # Cov.matrix and its root
  all.equal(S, crossprod(C))
  set.seed(17)
  X &lt;- matrix(rnorm(32000), 1000, 32)
  Z &lt;- X %*% C  ## ==&gt;  cov(Z) ~=  C'C = S
  all.equal(cov(Z), S, tol = 0.08)
  pZ &lt;- prcomp(Z, tol = 0.1)
  </code></pre>
  <p>which works pretty fine. However, when I run the code in jupyter notebook with IRkernel (through jupyter hub to be specific), it keeps freezing and nothing happens.</p>
  <p>I am on Ubuntu 18.04, here is my sessionInfo</p>
  <pre><code>R version 4.0.3 (2020-10-10)
  Platform: x86_64-pc-linux-gnu (64-bit)
  Running under: Ubuntu 18.04.5 LTS
  
  Matrix products: default
  BLAS/LAPACK: /opt/intel/compilers_and_libraries_2018.2.199/linux/mkl/lib/intel64_lin/libmkl_rt.so
  
  locale:
   [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8
   [4] LC_COLLATE=C.UTF-8     LC_MONETARY=C.UTF-8    LC_MESSAGES=C.UTF-8
   [7] LC_PAPER=C.UTF-8       LC_NAME=C              LC_ADDRESS=C
  [10] LC_TELEPHONE=C         LC_MEASUREMENT=C.UTF-8 LC_IDENTIFICATION=C
  
  attached base packages:
  [1] stats     graphics  grDevices utils     datasets  methods   base
  
  loaded via a namespace (and not attached):
  [1] compiler_4.0.3
  </code></pre>
  <p>The only change I made was to link R to Intel MLK linear algebra library instead of base as you can see in sessionInfo.</p>