title: Error with OMP_NUM_THREADS when using dask distributed
body: <p>I am using <a href="http://distributed.readthedocs.io/en/latest/" rel="noreferrer">distributed</a>, a framework to allow parallel computation. In this, my primary use case is with NumPy. When I include NumPy code that relies on <code>np.linalg</code>, I get an error with <code>OMP_NUM_THREADS</code>, which is related to the <a href="https://en.wikipedia.org/wiki/OpenMP" rel="noreferrer">OpenMP library</a>.</p>
  
  <p>An minimal example:</p>
  
  <pre><code>from distributed import Executor
  import numpy as np
  e = Executor('144.92.142.192:8786')
  
  def f(x, m=200, n=1000):
      A = np.random.randn(m, n)
      x = np.random.randn(n)
      #  return np.fft.fft(x)  # tested; no errors
      #  return np.random.randn(n)  # tested; no errors
      return A.dot(y).sum()  # tested; throws error below
  
  s = [e.submit(f, x) for x in [1, 2, 3, 4]]
  s = e.gather(s)
  </code></pre>
  
  <p>When I test with the linalg test, <code>e.gather</code> fails as each job throws the following error:</p>
  
  <pre><code>OMP: Error #34: System unable to allocate necessary resources for OMP thread:
  OMP: System error #11: Resource temporarily unavailable
  OMP: Hint: Try decreasing the value of OMP_NUM_THREADS.
  </code></pre>
  
  <p>What should I set <code>OMP_NUM_THREADS</code> to?</p>