leezu commented on a change in pull request #19174:
URL: https://github.com/apache/incubator-mxnet/pull/19174#discussion_r535494236



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File path: ci/docker/Dockerfile.build.ubuntu
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@@ -83,9 +82,31 @@ RUN export DEBIAN_FRONTEND=noninteractive && \
         autoconf \
         gperf \
         libb2-dev \
-        libzstd-dev && \
+        libzstd-dev \
+        gfortran && \
     rm -rf /var/lib/apt/lists/*
 
+# Build OpenBLAS from source
+RUN export LIBRARY_PATH=$LIBRARY_PATH:/usr/lib/gcc/x86_64-linux-gnu/7/ && \
+    mkdir ~/openblas && \
+    cd ~/openblas && \
+    OPENBLAS_VERSION=0.3.10 && \
+    wget \
+        https://github.com/xianyi/OpenBLAS/archive/v${OPENBLAS_VERSION}.zip \
+        -O openblas.zip && \
+    unzip -q openblas.zip -d . && \
+    cd OpenBLAS-${OPENBLAS_VERSION} && \
+    CXX="clang++-6.0 -fPIC" CC="clang-6.0 -fPIC" make -j DYNAMIC_ARCH=1 
DYNAMIC_OLDER=1 \
+        USE_OPENMP=0 INTERFACE64=1 BINARY=64 && \
+    make PREFIX=/usr/local/opt install && \

Review comment:
       Can we use a more meaningful name than `usr/local/opt`? It will be very 
confusing to other developers to find two openblas installations. One in 
/usr/local and one in /usr/local/opt.
   For example, use /usr/local/openblas-gcc and /usr/local/openblas-clang?




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