Update Starting in R2018b you can generate code that calls a CBLAS as well as an LAPACK library:
My answer here:
has more details.
Original Response
If you post a little of the troublesome PARFOR code the community may be able to give you some tips on it to simplify the implementation.
Using MATLAB Coder to generate code for the COV function will generally generate serial code. However, Coder does support replacing matrix operations with BLAS calls so large matrix calculations can be replaced by calls to the BLAS.
In a MEX build you can use the 'EnableBlas' property of a MEX configuration object described here:
and here
Note that the replacement occurs for matrices over a certain threshold to mitigate the overhead of calling the BLAS.
For generating standalone libraries or executables code replacement may be used to replace matrix operations with the BLAS. Doing so is described here:
under the heading "BLAS Support". This demo uses the BLAS shipped with MATLAB but the CRL approach allows you to swap in your desired BLAS implementation as well.
