[Rd] Build R with MKL and ICC

[Nathan Kurz]

As a short and simple approach, I just compiled the current R release
on Ubuntu with ICC and MKL using just this:

$ tar -xzf R-3.2.2.tar.gz
$ cd R-3.2.2
$ CC=icc CXX=icpc AR=xiar LD=xild CFLAGS="-g -O3 -xHost" CXXFLAGS="-g
-O3 -xHost" ./configure --with-blas="-lmkl_rt -lpthread" --with-lapack
--enable-memory-profiling --enable-R-shlib
$ make
$ sudo make install
$ R --version
R version 3.2.2 (2015-08-14) -- "Fire Safety"

If you have 'ifort' available, you would probably want to add it to
the list of environment variables.

--nate