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This is an extension of #113 with additional stuff around OpenBLAS support (make it more consistent and also add OpenBLAS support for Ubuntu 20.04 (Ubuntu 20.04 currently only works with default BLAS/LAPACK and hence some benchmarks are 5 to 6 x slower compared to OpenBLAS.
As for general benchmarking I have put together a github repo in https://github.com/michaelmayer2/r-builds-bench that will run https://github.com/michaelmayer2/r-benchmarks/blob/main/R-benchmark-25/R-benchmark-25.R. That's also how I found out about the performance issue in Ubuntu 20.04.