[Developers] interfacing with openblas for large problems

[dave fournier]

I wonder if there is any interest in doing a bit of work to interface 
some of the common
function like ludecomp and choleski decomp with the openblas versions.

this is not too difficult once one figures out the boring stuff like the 
fact that matrices are strored
by column in contiguous arrays.

we are now looking at ever larger problems.  I compared the admb lu 
decomp of a 2,000x2,000 matrix
from numerical recipes with the openblas version.

Time for openblas               lu decomp 172.05 ms
Time for numerical recipes lu decomp 22102.9     ms

which is about 125 times faster