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I have not conducted an extensive evaluation yet, but it seems that we do not suffer from oversubscription problems when calling vecLib's GEMM under OpenMP threads (for instance, in scikit-learn's KMeans). So maybe there is some kind of automated mechanism in Grand Central Dispatch that prevents the usual oversubscription problem we observed with other threaded BLAS libraries.
Follow-up on #135.
I am not sure if it's possible or not.
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