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Compiling R with Intel's ICC and MKL

Data Science
I can count on one hand the number of non-free pieces of software I use regularly, but there are some that are just too good for me to resist. For a while now, I've been predominantly using Intel's ICC compiler for compiling C programs, and their MKL for BLAS and LAPACK functions. Intel makes these resources free for students (they also have discounted academic pricing for non-students), and I recommend that, if you haven't already, you look into trying them. Since I spend most of my time in R, I compile new versions of R from source using ICC and MKL, but it took me a little time to get it working, so I thought I'd share how I succeeded on my personal computer.....

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