I download a testing version of Absoft Pro Fortran 2017. I install the compiler and the libraries. Then I compile using "Development Command Prompt (64 bit)".
I could not easily find how to link to Lapack and Blas provided by the installer. The right options after studying the examples are
Y:\save\progs\parallel_inverse>f95 -openmp -O3 -s -deploy-dlls -m64 -mcmodel=medium pGDsingle.F90 refblas.lib reflapack.lib
The option -s uses the heap (and not the stack) but it is unclear to me if this handles memory in the most efficient way. Alternatively, I can use something like -stack:500000000 to increase the stack. See here.
The option -openmp reads openmp directives.
The option -deploy-dlls puts the right dll's in the same place as the executable.
The option -m64 tell the compiler to create a 64 bit executable and
-mcmodel=medium to store using 64 bit adresses (both are needed), so that the memory used can be quite large
It works well:
Y:\save\progs\parallel_inverse>pGDsingle.exe
nanim,nsnpp
5000 50000
5000 50000
Z=rnd()
y=Z(Z'x)
LAPACK MKL dgemv #threads= 2 2 Elapsed omp_get_time: 0.3580
LAPACK MKL dgemv #threads= 2 2 Elapsed omp_get_time: 0.5620
meanG= 12501.1274661639
GG=ZZ'
Dgemm MKL #threads= 2 2 Elapsed omp_get_time: 5463.3270
meanG= 12501.1274661626
GG=GG/(tr/n)
GG=0.95GG+0.05I
GG^-1
Inverse LAPACK MKL dpotrf/i #threads= 2 2 Elapsed omp_get_time: 1045.0340