BLAS support for numerics libraries. #62448
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QuantifEye
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@ Math.Net Numerics: Thanks for all the great tools that you have provided and maintained over the years.
While needs differ from user to user when it comes to linear algebra libraries, the one (almost) universal truth when it comes to implementing a linear algebra library is that one requires native access to BLAS if performance is a priority.
Math.NET Numerics does great job at providing general purpose linear algebra facilities, but unless one specifically tells it to use a native linear algebra provider and install the required supporting Nuget Package, it is going to use all managed code. As I understand the required packages are also platform specific.
It would be great if numeric libraries could have access to native BLAS out of the box. This would significantly boost the out of the box performance of linear algebra calculations that otherwise would require additional configuration to access native algorithms.
Furthermore advanced users that would like to optimize bespoke numeric algorithms could then also have direct access to this without having to jump through hoops to make their code cross platform, and without having to add otherwise unnecessary layers of abstraction.
Any Thoughts?
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