I have the exact same code running on Linux64 and Win64. Everything works well in Linux64. But in Win64, even though I set OMP_NUM_THREADS and MKL_NUM_THREADS to 2, Pardiso reports
< Parallel Direct Factorization with #processors: > 1
And this happens both with in-core as well as out-of-core. I'm using version 10.3, build 20110314.
Do I need to do anything else other than set the above 2 environment variables?