Not working on Ubuntu 20.04

[lrossouw]

I think the update alternatives is wrong. But don't know how to fix it:
After following the steps I end up with:

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/liblapack.so.3

[eddelbuettel]

That's always possible but maybe you can try it step-by-step and see where it goes wrong. If on my system, which is also 20.04 but without MKL as I noted, find OpenBLAS generally 'fast enough', I list one of the four I get

edd@rob:~$ update-alternatives --display libblas.so-x86_64-linux-gnu
libblas.so-x86_64-linux-gnu - auto mode
  link best version is /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so
  link currently points to /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so
  link libblas.so-x86_64-linux-gnu is /usr/lib/x86_64-linux-gnu/libblas.so
  slave blas.pc-x86_64-linux-gnu is /usr/lib/x86_64-linux-gnu/pkgconfig/blas.pc
  slave cblas.h-x86_64-linux-gnu is /usr/include/x86_64-linux-gnu/cblas.h
  slave libblas.a-x86_64-linux-gnu is /usr/lib/x86_64-linux-gnu/libblas.a
/usr/lib/x86_64-linux-gnu/blas/libblas.so - priority 10
  slave blas.pc-x86_64-linux-gnu: /usr/lib/x86_64-linux-gnu/pkgconfig/blas-netlib.pc
  slave cblas.h-x86_64-linux-gnu: /usr/include/x86_64-linux-gnu/cblas-netlib.h
  slave libblas.a-x86_64-linux-gnu: /usr/lib/x86_64-linux-gnu/blas/libblas.a
/usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so - priority 100
  slave blas.pc-x86_64-linux-gnu: /usr/lib/x86_64-linux-gnu/openblas-pthread/pkgconfig/blas-openblas.pc
  slave cblas.h-x86_64-linux-gnu: /usr/include/x86_64-linux-gnu/openblas-pthread/cblas.h
  slave libblas.a-x86_64-linux-gnu: /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.a
edd@rob:~$ 

Which seems reasoable: fallback blas at 10, openblas-pthread at 100.