Setting up netlib installation

Author: vyevtyus

.github/workflows/coverity.yml

@@ -29,6 +29,7 @@ permissions: read-all
 
 env:
   COVERITY_PROJECT: vyevtyus%2FoneMath
+  LAPACK_VERSION: 3.12.0
 
 jobs:
   coverity_linux:
@@ -59,6 +60,19 @@ jobs:
           ls -la /opt/intel/mkl/
           echo ${PATH}
 
+      - name: Install netlib
+        run: |
+          curl -sL https://github.com/Reference-LAPACK/lapack/archive/refs/tags/v${LAPACK_VERSION}.tar.gz | tar zx
+          SHARED_OPT="lapack-${LAPACK_VERSION} -DBUILD_SHARED_LIBS=on -DCBLAS=on -DLAPACKE=on -DCMAKE_INSTALL_PREFIX=${PWD}/lapack/install"
+          # 32 bit int
+          cmake ${SHARED_OPT} -B lapack/build32
+          cmake --build lapack/build32 ${PARALLEL} --target install
+          ls -la lapack/build32
+          # 64 bit int
+          cmake ${SHARED_OPT} -DBUILD_INDEX64=on -B lapack/build64
+          cmake --build lapack/build64 ${PARALLEL} --target install
+          ls -la lapack/build64
+
       - name: Prepare and run Coverity build
         run: |
           source /opt/intel/oneapi/setvars.sh