On Friday, 14 August 2015 at 20:23:00 UTC, jmh530 wrote:
I agree. MKL is expensive. OpenBLAS is supposed have comparable
performance, more or less, and it is free. Alternately, ATLAS
can be used to build BLAS on many different systems.
I would also distinguish between the low level API like BLAS
and OpenBLAS and higher level APIs. Good higher level APIs
allow drop-in replacement of lower level APIs (e.g. Armadillo).
It looks like AMD has open-sourced some of their OpenCL math
libraries as well.
https://github.com/clMathLibraries/clBLAS
https://github.com/clMathLibraries/clRNG
https://github.com/clMathLibraries/clSPARSE
https://github.com/clMathLibraries/clFFT
They also made some available through
https://github.com/flame
