BLAS

Armadillo: fast C++ library for linear algebra (matrix maths) & scientific computing - https://arma.sourceforge.net

PyArmadillo - linear algebra library for Python with MATLAB-like syntax - https://pyarma.sourceforge.io

Provide a good solution to the CFM 2020 Challenge the hard way (hand writing the optimizer, directly use the Linear Algebra routines, use the most out of the multicore hardware).