R Tools + OpenBlas / Intel MKL: Optional Feature

[jtelleria]

Would it be possible to deliver an R Tools Version with an optional feature that enables compiling R with OpenBlas / Intel MKL?

Being optional it would allow to those concerned about accuracy in some applications to not use the Multi-threaded BLAS version, and use regular single-threaded BLAS instead.

Here are some Dirk Eddelbuettel articles which show how to compile R with Intel MKL on Ubuntu:

http://dirk.eddelbuettel.com/blog/2018/04/15/

https://www.google.com/amp/s/www.r-bloggers.com/18-adding-intel-mkl-easily-via-a-simple-script/amp/

Thank you!

Best,
Juan

[kendonB]

This repository seems to have achieved this for OpenBLAS: https://github.com/thequackdaddy/R-OpenBLAS

However, I'm a bit nervous using it as my antivirus doesn't like his releases: thequackdaddy/R-OpenBLAS#12

Even if it's legit, it would be nice to have an official/@jeroen build for peace of mind.