For the openblas, I use the libraries “shipped” with MSYS2 or the Linux Mint repo. I did not compile from scratch.
This simulation is part of a sequential decision making algorithm. That is, a python script calls this executable 500-1000 times. So, 1.2 seconds difference times 500-1000 gives a significant difference.
Nevertheless, I was more shocked by the slowdown when multithreading is used.
I’ll try the trick with the Mac but I don’t own a mac, so the user will have to do it.