Today, the server had some really bizarre behavior: when run a simple linear regression using R multiple times, the results are totally different! How is this possible? There is no randomness in the linear regression, it is deterministic!!
I had no idea what is going on. Therefore, I posted in on Stack Overflow. With some help from others, I though the issue may be from the BLAS/LAPACK libraries on the server.
Currently, I have the Intel MLK version on the computer.
BLAS/LAPACK: /usr/lib/x86_64-linux-gnu/libmkl_rt.so
So, I changed it to the OpenBLAS library as it has similar speed as MLK.
sudo update-alternatives --config libblas.so.3-x86_64-linux-gnu
sudo update-alternatives --config liblapack.so.3-x86_64-linux-gnu
After restarting R, the problem is solved!! What a weird one.