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Take advantage of MKL batch gemm #2146

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@WilliamTambellini

Hello everybody
I ve seen this article on Intel website :
https://software.intel.com/en-us/articles/introducing-batch-gemm-operations
Introducing Batch GEMM Operations
...
Intel MKL 11.3 Beta (part of Intel® Parallel Studio XE 2016 Beta) includes a new flavor of GEMM feature called "Batch GEMM". This allows users to achieve the same objective described above with minimal programming effort. Users can specify multiple independent GEMM operations, which can be of different matrix sizes and different parameters, through a single call to the "Batch GEMM" API. At runtime, Intel MKL will intelligently execute all of the matrix multiplications so as to optimize overall performance. Here is an example that shows how "Batch GEMM" works:
....

I have searched in the AF sources and dont see any "cblas_dgemm_batch".
I remember that CLBlast is able of batching matmul.
But is afcpu (3.6.0) capable of batching matmul ?
Kind
W.

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