code: def set_mkl_thread_limit(cores):
      
      if "linux" in sys.platform:
          mkl_rt = ctypes.CDLL('libmkl_rt.so')
      else:
          mkl_rt = ctypes.CDLL('libmkl_rt.dylib')
      oldlimit = mkl_rt.mkl_get_max_threads()
      mkl_rt.mkl_set_num_threads(ctypes.byref(ctypes.c_int(cores)))
      return oldlimit
docs: set mkl thread limit and return old value so we can reset
      when finished.