Magma

[buybackoff]

https://icl.cs.utk.edu/magma/

This is the only native provider that is interesting to test. It has the most important routines that could probably be seamlessly integrated with some init work + codegen.

For CPU OB and MKL pair is more than enough. Atlas & Eigen are not faster or more difficult to use. AMD's one is no more.

Magma's build instructions are quite complicated for Windows, could not do in 5 mins with llvm + conda stack as in OB instructions. Not tried MinGW though.

PyTorch uses Magma and it works on Windows, but they statically link it pytorch/pytorch#7461.

But there should be a script that builds Magma for PyTorch.

Here is a link for static Magma library https://pytorch.org/docs/stable/notes/windows.html