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make test oversubscribes threads #42443

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@oscardssmith

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Due to some combination of Julia threads not knowing about BLAS threads (and possibly something else), I'm seeing make test bring my cpu (r5-3600) to a load average of 16. This is likely dramatically slowing down our CI. Could we manually set BLAS threads to 1 for our tests? I think it would resolve the issue, and lead to tests completing faster.

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