> I think that using OpenMP in GSL CBLAS would improve the speed of the
> standard GSL distribution and it wouldn't suppose a big effort of
> programming.

Adding OpenMP threading to GSL's CBLAS may improve the speed.
However, it would be a serious programming effort to write a
multithreaded CBLAS implementation from scratch that performed
reasonably on many platforms.  Why not directly use a BLAS that's
optimized (e.g. ATLAS, GotoBLAS, MKL, ESSL, ...)?

GSL allows linking a non-GSL BLAS specifically because vendor-provided
BLAS libraries do things like cache management and threading so well.
See 
http://www.gnu.org/software/gsl/manual/html_node/Linking-with-an-alternative-BLAS-library.html

- Rhys

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