I don't want my python code to run multi-thread.  So I can do:

MKL_NUM_THREAD=1 NUMEXPR_NUM_THREADS=1 OMP_NUM_THREADS=1 my_program...

But I don't seem to be able to achieve this effect without setting env
variables on the command line; within my_program.  Using os.environ doesn't
work.  I don't understand why.  I'd like to not have to put this on the
command line because I sometimes forget.
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