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How can I interrupt / abort LAPACK and BLAS methods which do not support callback ?

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I'm computing some SVDs and other time-consuming things using the mkl C libraries.

I've found that some methods implement a progress call back (https://software.intel.com/en-us/mkl-developer-reference-c-mkl-progress), but that does not seem to be the case for the calls I'm interested in ( _gesvd, _gesdd, _gemm, _imatcopy ).

Is there a clean work-around for this issue?  I would ideally like to be able to post "progress", but at least I would like to be able to cleanly "abort" the computation by user-interaction.

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