Fixing issue with linear algebra threads #65
Merged
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This PR is a simplified version of PR #58. It just adds the final fix that we found for the LU decomposition issue in blax(), which would take 3 orders of magnitude longer on a server with 1 CPU than it should.
The issue is resolved by setting the number of threads in the OpenBLAS linear algebra library to 1, to avoid any parallelization. Note that this may become an issue in the future if explicit parallelization is attempted in TASOPT. For now, it should provide significant speed improvements if run on a server.