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Warning when using OpenMP with Intel MKL #52

@AlbertoCasasOrtiz

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@AlbertoCasasOrtiz

When using OpenMP, the following warning appears

OMP: Info #274: omp_set_nested routine deprecated, please use omp_set_max_active_levels instead.

Looks like it is an Intel MKL use that they have to solve on their side. The proposed solution is to turn off those warnings.

Link to Intel forums explaining this

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