The Accepted Answer by @NedFlanders is the best solution so far. Use that one.
But in the comments of that answer, MathWorks staff member @PatQuillen shared some useful undocumented environment variables that allow anyone to hook into any external BLAS library. This has the potential to be very useful for getting other BLAS packages such as OpenBLAS or BLIS working within MATLAB. Those comments are already buried in that thread so I'm pulling them out as a stand-alone solution. I'll repeat the warning from those comments: "This comes with the same caveats that MathWorks has not qualified our products against alternate BLAS implementations, so as above, we can't confirm that using your own BLAS, such as OpenBLAS, will work correctly throughout our products."
We're going to be setting environment variables for the host operating system. This can be done in a temporary or permanent way outside of MATLAB for both Linux and Windows as can be seen in @NedFlander's reddit thread. However, I'm only going to use the setenv command to set these for only one instance of MATLAB.
MATLAB loads the BLAS library the first time it tries to execute a computation so you can make changes before that point. Once the BLAS library is loaded, there's no way to unload it. You'll have to restart.
The environment variable BLAS_VERBOSITY will set MATLAB to detail information to the Command Window about the loading process. A value of 1 is minimal information, 2 is more.
The environment variable BLAS_VERSION, if defined, will direct MATLAB to load the BLAS library from the specified file(s) rather than use its built-in default. The files should be the .so/.dll for the BLAS implementation you plan to use that follows the symbols defined by https://netlib.org/blas/.
Would load a copy of the MKL library copied into c:\temp. You can use a semicolon, comma, or space to join multiple file locations into a single definition of BLAS_VERSION. So if you're writing your own BLAS that doesn't support all the possible methods you could roll over to MKL as a failsafe, e.g.