Julia uses OpenBLAS, and MATLAB uses MKL. The easiest way to use Julia with MKL is probably:

EDIT:

BLAS is multithreaded.

If BLAS is using 8 threads, CPU time will elapse at about 8 CPU seconds per second.

Therefore, be sure to actually time both in the same way.

For example, simply

```
@time begin
MM=rand(Float64,10000,10000)
mmm=inv(MM)
end
```