Multi-threaded inverse of a matrix

[carstenbauer]

@fipelle

Inverses seem to be excluded from it - I suppose because they are based on LAPACK.

Inverses aren’t excluded, because they’re based on BLAS/LAPACK (just as matmuls).

@fipelle

I was also curious to know if there are caps in terms of the number of threads than LinearAlgebra can support. As highlighted in a different post, I have also noticed that running BLAS.set_num_threads(64) does not actually imply that 64 threads will be used or initialised (in my experiment the cluster set 32 threads and it used about 10% of the total CPU - comprising 64 cores).

Yes, IIRC the max number of BLAS threads is set to 32 by Julia. This has changed in 1.8 where you can get, I believe, up to 512 BLAS threads. See BLAS performance testing for Julia 1.8