Julia, the fast-moving and popular open source programming language for scientific computing, allows for the usage of multiple BLAS implementations. Pre-built Julia binaries ship with OpenBLAS due to licensing restrictions surrounding the Intel Math Kernel Library, but by building Julia from source you can replace OpenBLAS with a free copy of MKL obtained from Intel’s Yum or Apt repositories. As of the time of writing, there are instructions for this process on the Julia GitHub repository.
Determining the BLAS Vendor
Regardless of which BLAS implementation you choose, it is nice to check that Julia is actually using the one you want, especially if you are building Julia from source. In recent versions of Julia, you can run the following two commands in the Julia REPL to find your BLAS vendor:
julia> using LinearAlgebra julia> LinearAlgebra.BLAS.vendor()
The second command should output a string indicating which BLAS implementation your Julia installation is currently built with.