I have been using some prebuilt linear algebra libraries that use OpenMP to parallelize their execution.
Right now I am working in a project with OpenMP to parallelize some tasks. So I set the environment variable OMP_NUM_THREADS.
Some threads make use of BLAS and LAPACK linear algebra routines. These libraries are also parallel and take a look at the environment variable OMP_NUM_THREADS to see the number of threads that they have to use.
For requirements of my project. I need to avoid this nested parallelization by making use of a non parallel BLAS and LAPACK implementation.
What is the best library and how can it be built?
Thank you very much in advance.