Denormal floats handling

Dear @xianyi and everyone!

Is there a way to forbid denormals in the OpenBLAS?

I tried to execute the following code (MSVC2015) before calling any OpenBLAS routines:

	unsigned int current_word = 0;
	_controlfp_s(&current_word, _DN_FLUSH, _MCW_DN);
	_MM_SET_DENORMALS_ZERO_MODE(_MM_DENORMALS_ZERO_ON);
	_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON);

and it looked like it worked for some time (about a year)... Does it really affect OpenBLAS denormals handling (especially inside worker threads)?

I started to use some additional OpenBLAS functions and noticed that denormals started to reappear in results again and that extremely slows down computations. I'm heavily suspecting that it is the OpenBLAS, who is responsible for them. Probably, the worker threads might still have enabled denormals?...

How to get rid of them?

I'm using precompiled OpenBLAS-v0.2.19-Win64-int32.

Here is the complete list of used functions (if it helps):

• cblas_sgemm
• cblas_ssyrk
• cblas_ssymm
• LAPACKE_sgesvd

UPD: indeed, cblas_ssyrk() is a first function which produces the first denormalized float during execution... :-(

How to change denormals behaviour?

May be there is a (reachable from outside) way to execute custom code in context of OpenBLAS's worker threads if there's no predefined way to control denormals?

Inizia con cblas_ssyrk(), identificata come la prima funzione che produce un float denormalizzato, e analizza come vengono inizializzati i thread worker di OpenBLAS. Riproduci il comportamento con le chiamate CBLAS e LAPACKE elencate nella build Windows precompilata, quindi determina se la gestione dei valori denormalizzati viene mantenuta nei thread worker. Il lavoro è completo quando il comportamento è spiegato e viene identificato un modo documentato o testato per controllarlo.