Eigen
Eigen can now be used as an alternative to BLAS/LAPACK. It is currently OFF by default, but the aim is to turn it ON by default for the next release.
Before we can do that we need to
- add Eigen implementations of the simple BLAS calls (mult, axpy, gemm) to improve performance
- test, test, test :-)
Turning Eigen ON by default should fix issues #600 (closed), #649 (closed), #734 (closed), #829 (closed), #901 (closed), which are all related to the same underlying issue: when the binary SDK contains BLAS/LAPACK and is accessed through a system that loads its own (different) BLAS/LAPACK implementation (typically the MKL for Anaconda Python or Julia), bad things (TM) happen.