MathNet.Numerics crashes with 'segmentation fault' when trying to switch to Intel MKL

Question

I'm getting a

Segmentation fault (core dumped)

error when I try to run the following code under Linux:

// Using the Intel MKL native provider
MathNet.Numerics.Providers.LinearAlgebra.LinearAlgebraControl.UseNativeMKL();

var w = Stopwatch.StartNew();
var y2 = m.Solve(v);
Console.WriteLine(w.Elapsed);
Console.WriteLine(y2);

My setup:

• MathNet.Numerics: 4.15
• MathNet.Numerics.MKL.Linux-x64: 2.0.0
• intel-mkl package 2020.0.166-1 installed using apt-get install intel-mkl

My project uses Net Core 3.1. I use dotnet command to compile. My system is Ubuntu version 20.04.3 LTS