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?

从 cblas_ssyrk() 开始，该函数被确定为第一个产生非规格化 float 的函数，并检查 OpenBLAS 工作线程是如何初始化的。在预编译的 Windows 构建中，使用列出的 CBLAS 和 LAPACKE 调用复现该行为，然后确定非规格化值的处理是否会在工作线程中保留。完成的标准是解释清楚该行为，并确定一种有文档记录或经过测试的控制方式。