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Intel MKL FATAL ERROR: Cannot load libmkl_avx2.so or libmkl_def.so in R

I wrote a R package with Rcpp and RcppArmadillo and load it into a supercomputer cluster running on Unix. However, it produces the above error while I try to run one of the function in a R instance on the cluster. Does anyone know how to solve this? Module loaded on the cluster is R-3.5.0

I don't know the particulars of your HPC system but on "vanilla" machines it is easy to use MKL ... because, as frequently stated before, BLAS and LAPACK are an interface to which MKL adheres.

See for example the blog posts I wrote here about using MKL on Ubuntu

and the GitHub repo with the script they reference

So if I had to guess I'd say that your dynamic linker part only sees parts of the MKL library directory. And for what it is worth, I have had from other users on large research systems. Good luck!

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