Build OpenBLAS from source code

CMakeLists.txt

@@ -20,6 +20,7 @@ option(MLX_METAL_DEBUG "Enhance metal debug workflow" OFF)
 option(MLX_ENABLE_X64_MAC "Enable building for x64 macOS" OFF)
 option(MLX_BUILD_GGUF "Include support for GGUF format" ON)
 option(MLX_BUILD_SAFETENSORS "Include support for safetensors format" ON)
+option(MLX_BUILD_BLAS_FROM_SOURCE "Build OpenBLAS from source code" OFF)
 option(MLX_METAL_JIT "Use JIT compilation for Metal kernels" OFF)
 option(BUILD_SHARED_LIBS "Build mlx as a shared library" OFF)
 
@@ -113,6 +114,24 @@ elseif(MLX_BUILD_METAL)
   target_link_libraries(mlx PUBLIC ${METAL_LIB} ${FOUNDATION_LIB} ${QUARTZ_LIB})
 endif()
 
+if(WIN32)
+  if(MSVC)
+    # GGUF does not build with MSVC.
+    set(MLX_BUILD_GGUF OFF)
+    # There is no prebuilt OpenBLAS distribution for MSVC.
+    set(MLX_BUILD_BLAS_FROM_SOURCE ON)
+  endif()
+  # Windows implementation of dlfcn.h APIs.
+  FetchContent_Declare(
+    dlfcn-win32
+    GIT_REPOSITORY https://github.com/dlfcn-win32/dlfcn-win32.git
+    GIT_TAG v1.4.1
+    EXCLUDE_FROM_ALL)
+  FetchContent_MakeAvailable(dlfcn-win32)
+  target_include_directories(mlx PRIVATE "${dlfcn-win32_SOURCE_DIR}/src")
+  target_link_libraries(mlx PRIVATE dl)
+endif()
+
 if(MLX_BUILD_CPU)
   find_library(ACCELERATE_LIBRARY Accelerate)
   if(ACCELERATE_LIBRARY)
@@ -126,17 +145,20 @@ if(MLX_BUILD_CPU)
   if(MLX_BUILD_ACCELERATE)
     target_link_libraries(mlx PUBLIC ${ACCELERATE_LIBRARY})
     add_compile_definitions(ACCELERATE_NEW_LAPACK)
-  elseif(MSVC)
-    # Download prebuilt binaries when building with Visual Studio, as there is
-    # no package manager available.
+  elseif(MLX_BUILD_BLAS_FROM_SOURCE)
+    # Download and build OpenBLAS from source code.
     FetchContent_Declare(
       openblas
-      URL https://github.com/OpenMathLib/OpenBLAS/releases/download/v0.3.28/OpenBLAS-0.3.28-x64.zip)
+      GIT_REPOSITORY https://github.com/OpenMathLib/OpenBLAS.git
+      GIT_TAG v0.3.28
+      EXCLUDE_FROM_ALL)
+    set(NOFORTRAN ON)  # msvc has no fortran compiler
     FetchContent_MakeAvailable(openblas)
-    target_link_libraries(
-      mlx PRIVATE "${openblas_SOURCE_DIR}/lib/libopenblas.a")
+    target_link_libraries(mlx PRIVATE openblas)
     target_include_directories(
-      mlx PRIVATE "${openblas_SOURCE_DIR}/include")
+      mlx PRIVATE "${openblas_SOURCE_DIR}/lapack-netlib/LAPACKE/include"
+                  "${CMAKE_BINARY_DIR}/generated"
+                  "${CMAKE_BINARY_DIR}")
   else()
     if(${CMAKE_HOST_APPLE})
       # The blas shipped in macOS SDK is not supported, search homebrew for
@@ -174,20 +196,6 @@ else()
   set(MLX_BUILD_ACCELERATE OFF)
 endif()
 
-if(WIN32)
-  if(MSVC)
-    # GGUF does not build with MSVC.
-    set(MLX_BUILD_GGUF OFF)
-  endif()
-  FetchContent_Declare(
-    dlfcn-win32
-    GIT_REPOSITORY https://github.com/dlfcn-win32/dlfcn-win32.git
-    GIT_TAG v1.4.1)
-  FetchContent_MakeAvailable(dlfcn-win32)
-  target_include_directories(mlx PRIVATE "${dlfcn-win32_SOURCE_DIR}/src")
-  target_link_libraries(mlx PRIVATE dl)
-endif()
-
 find_package(MPI)
 if(MPI_FOUND)
   execute_process(