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Composable multithreading with OpenBLAS #1067

@giordano

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@giordano

Julia comes with OpenBLAS and that's our default libblastrampoline backend. OpenMathLib/OpenBLAS#4577 (which was a continuation of OpenMathLib/OpenBLAS#2255 by @stevengj), which should come in the not-yet-released OpenBLAS v0.3.28, introduced callbacks to multithreading backends in OpenBLAS, which should enable composable multithreading with Julia. I'm opening this issue for discussing if/how we want to take advantage of that, bearing in mind that by default our BLAS calls go through libblastrampoline, which is backend-agnostic, which may complicate things for writing generic code. I think @jpsamaroo had some ideas involving Threads.@threads-powered callbacks or ScopedValue.

Also, ref JuliaLang/julia#43984.

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