Allow setting number of threads in BLAS

blas_get_num_threads.jl

const BLASVENDOR = Compat.LinearAlgebra.BLAS.vendor()

@eval Compat.LinearAlgebra.BLAS function get_num_threads end

# Following fails in v"0.7.0-DEV.4810". But, this appears to
# be a bug.
"""
    BLAS.get_num_threads()

Get the number of threads that the BLAS library currently uses.
See [`set_num_threads`](@ref) and [`my_set_num_threads`](@ref).
This errors out for v"0.7.0-DEV.4810". This appears to be
a bug in Julia.
"""
function Compat.LinearAlgebra.BLAS.get_num_threads()
    blas = BLASVENDOR
    if blas == :openblas
        return ccall((:openblas_get_num_threads, Base.libblas_name), Cint, ())
    elseif blas == :openblas64
        return ccall((:openblas_get_num_threads64_, Base.libblas_name), Int32, ())
    else
        error("get_num_threads() not supported for BLAS vendor ", vendor)
    end
end

"""
    blas_set_num_threads(n)

Set the number of threads the BLAS library should use. In some cases, this is 5000 times faster
than `Compat.LinearAlgebra.BLAS.set_num_threads`.
"""
function blas_set_num_threads(n::Integer)
    blas = BLASVENDOR
    if blas == :openblas
        return ccall((:openblas_set_num_threads, Base.libblas_name), Cvoid, (Int32,), n)
    elseif blas == :openblas64
        return ccall((:openblas_set_num_threads64_, Base.libblas_name), Cvoid, (Int32,), n)
    elseif blas == :mkl
        # MKL may let us set the number of threads in several ways
        return ccall((:MKL_Set_Num_Threads, Base.libblas_name), Cvoid, (Cint,), n)
    end

    # OSX BLAS looks at an environment variable
    @static if Compat.Sys.isapple()
        ENV["VECLIB_MAXIMUM_THREADS"] = n
    end

    return nothing
end