[eigen] Idea: BLAS backend

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Hi Eigen devs,

In the wiki you are stating that Eigen 3 includes "Important optimizations in many places, including in matrix-matrix product which is now nearly as fast as Intel MKL and GotoBLAS, including on multi-CPU systems"

That's great news. However, as you might know [1], recently GotoBLAS was open sourced  under BSD license. GotoBLAS supports large number of OSes, CPU architectures, and instruction sets, so it could be beneficial to use it as an optional backend for (maybe some of) computations Eigen performs. MKL also implements standrard BLAS API, so it could be used as a backend to speed up computations on latest Intel cores and IA64.

Another possible use case for BLAS backend could be decreasing of binaries' sizes (Eigen is based on templates which increase size of binaries, and GotoBLAS is a small library)

[1] http://www.tacc.utexas.edu/tacc-projects/gotoblas2/

-- 
Regards,
Konstantin



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