[Numpy-discussion] Proposal - change to OpenBLAS for Windows wheels

[Matthew Brett]

Hi,

I suggest we switch from ATLAS to OpenBLAS for our Windows wheels:

* OpenBLAS is much faster, at least when Tony Kelman tested it last year [1];
* We now have an automated Appveyor build for OpenBLAS [2, 3];
* Tests are passing with 32-bit and 64-bit wheels [4];
* The next Scipy release will have OpenBLAS wheels;

Any objections / questions / alternatives?

Cheers,

Matthew

[1] https://github.com/numpy/numpy/issues/5479#issuecomment-185033668
[2] https://github.com/matthew-brett/build-openblas
[3] https://ci.appveyor.com/project/matthew-brett/build-openblas
[4] https://ci.appveyor.com/project/matthew-brett/numpy-wheels/build/1.0.50