Add Windows Openblas+lapack #875
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Summary
Add Windows Openblas+lapack
Details and comments
To enable openblas+lapack on windows we need a library compiled with
clang-clandflangcompilers following the procedure for Native (MSVC) ABI described here: https://github.com/xianyi/OpenBLAS/wiki/How-to-use-OpenBLAS-in-Microsoft-Visual-Studio, except that we need to build the shared lib instead, adding the flag-DBUILD_SHARED_LIBS=1. If we use the static library instead, there could be an error when running with conda for example, whenomplibrary is loaded twice.We also need to distribute few
.dllfor running:flang.dll,flangrti.dllandlibomp.dll.