Option to Use Intel MKL Instead of OpenBLAS

[RoyiAvital]

Any chance to have support for Intel MKL instead of OpenBLAS?

Intel MKL is faster and includes many useable algorithms (Accelerated LAPCAK in addition to BLAS).

[stepelu]

Yes, you have to make sure the required Blas Intel MKL dynamic libraries are loaded via ffi.load(...) from https://luajit.org/ext_ffi_api.html.
See for instance __init.lua from https://github.com/uluadist-pkg/uluadist-pkg.github.io/blob/master/pkg/clib_libopenblas/0.2.15 (a zip file), but that relies on how things are handled in ULua so it's probably of limited help.